Equivalent-singular dichotomy for quasi-invariant ergodic measures

MaRDI QIDQ1068417zbMATH OpenFDO

Authors Yoshiaki Okazaki

Publication date 1985

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1985__21_4_393_0, https://eudml.org/doc/77265

zbMATH Keywords

equivalent-singular dichotomyFernique's dichotomyHájek-Feldman's dichotomylocally convex vector spacessymmetric stable distributions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Infinitely divisible distributions; stable distributions (60E07)

Review text

The paper deals with the comparison of two probability measures \(\mu_ 1\) and \(\mu_ 2\) on locally convex vector spaces. The main result shows that \(\mu_ 1\) and \(\mu_ 2\) are either equivalent or mutually singular whenever \(\mu_ 1\) and \(\mu_ 2\) are quasi-invariant and ergodic with respect to some linear subspaces. The result applies to Hájek-Feldman's dichotomy for Gaussian measures and Fernique's dichotomy for a product measure and a Gaussian measure. On the other hand the paper yields a contribution to Chatterji's and Ramaswamy's conjecture, namely: If \(\mu_ 1\) and \(\mu_ 2\) are symmetric stable distributions with a discrete Lévy measure on a separable Banach space then the equivalent-singular dichotomy holds.

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Cited in

(5)

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• Dichotomy of ergodic measures on linear spaces
• scientific article; zbMATH DE number 4198384 (Why is no real title available?)
• Equivalence-singularity dichotomy in Markov measures
• A remark on the commensurability for inclusions of ergodic measured equivalence relations

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