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This article is cited in 8 scientific papers (total in 8 papers)
Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
M. A. Lifshits, E. Yu. Shmileva St. Petersburg State University, Department of Mathematics and Mechanics
Abstract:
In this work the necessary and sufficient conditions are given for the quasi-invariance of the distributions of Poisson measures on $X\times\mathbf{R}^+$ (for arbitrary measurable space $X$) with respect to a large group of the scalings of the component $\mathbf{R}^+$. It is shown that the class of quasi-invariant measures is far from being exhausted by the measures absolutely continuous with respect to the gamma measure considered in [N. Tsilevich and A. Vershik, C. R. Acad. Sci. Paris Ser. I Math., 329 (1999), pp. 163–168] and [N. Tsilevich, A. Vershik, and M. Yor, Prepublication 575, Universites Paris VI & Paris VII, Paris, 2000]. A criterion is given for the absolute continuity of a Poisson measure with respect to another Poisson measure on an arbitrary measurable space.
Keywords:
Poisson measure, spectral measure, quasi-invariance, gamma measure, Hellinger–Kakutani distance.
Received: 01.03.2001
Citation:
M. A. Lifshits, E. Yu. Shmileva, “Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 697–712; Theory Probab. Appl., 46:4 (2002), 652–666
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https://www.mathnet.ru/eng/tvp3795https://doi.org/10.4213/tvp3795 https://www.mathnet.ru/eng/tvp/v46/i4/p697
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