Absolute continuity of Poisson random fields

DOI10.2977/PRIMS/1195170849MaRDI QIDQ1173971zbMATH OpenOpenAlexFDO

Authors Yōichirō Takahashi

Publication date 25 June 1992

Published in Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2977/prims/1195170849

zbMATH Keywords

Fisher informationHausdorff spaceHellinger distancePoisson measures

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60)

Review text

Two Poisson measures \(\pi_ \lambda\) and \(\pi_ \rho\) on a locally compact Hausdorff space \(R\) with intensity measures \(\lambda\) and \(\rho\), respectively, are considered. Necessary and sufficient conditions for the equivalence of the corresponding probability measures and the related formula for the Hellinger distance \(d(\cdot,\cdot)\) are obtained. Remark that this result first was proved by \textit{F. Liese} [Math. Nachr. 70, 183-196 (1975; Zbl 0339.60052)]. The theorem is applied to define the Fisher information as a natural Riemannian metric for the infinite- dimensional statistical model \[ P_{s_ n}(\lambda)=\{\pi_ \rho:d(\lambda,\rho)<\infty\}. \]

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Cites work

• Differential-geometrical methods in statistics
• scientific article; zbMATH DE number 3595945 (Why is no real title available?)
• scientific article; zbMATH DE number 3638844 (Why is no real title available?)

Cited in

(22)

• Analysis and geometry on configuration spaces
• Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
• Invariance of Poisson measures under random transformations
• Nonsingular Poisson suspensions
• Nonsingular transformations of symmetric Lévy processes
• Nonsingular transformations of a class of tempered Lévy processes
• Measure preserving transformations of multidimensional stable Lévy processes
• On convolutions on configuration spaces. II. Spaces of locally finite configurations
• Analysis on Poisson and Gamma Spaces
• Poisson random fields with control measures. II
• Contiguity and LAN-property of sequences of Poisson processes.
• DIFFEOMORPHISM GROUPS AND CURRENT ALGEBRAS: CONFIGURATION SPACE ANALYSIS IN QUANTUM THEORY
• Laplace operators on the cone of Radon measures
• Krieger’s type of nonsingular Poisson suspensions and IDPFT systems
• A note on the Poisson structures of the space of probability measures
• Krieger’s type for ergodic non-singular Poisson actions of non-(T) locally compact groups
• A strong duality principle for equivalence couplings and total variation
• Absolute continuity and singularity of palm measures of the Ginibre point process
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
• Construction of Poissonian Fock space: a simple proof
• The invariant and quasi-invariant transformations of the stable Lévy processes

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