On the absolute continuity of infinite product measure and its convolution
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Publication:1117581
DOI10.1007/BF00367307zbMath0667.60049MaRDI QIDQ1117581
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
absolute continuity of infinite product measure; absolute continuity of the sum of Brownian motion and an independent process with respect to the Brownian motion; Shepp's condition
60G15: Gaussian processes
60J65: Brownian motion
60G30: Continuity and singularity of induced measures
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Cites Work
- On the convergence of the product of independent random variables
- An ergodic measure on a locally convex topological vector space
- Characteristic functional of a probability measure absolutely continuous with respect to a Gaussian Radon measure
- On equivalence of infinite product measures
- Distinguishing a Sequence of Random Variables from a Translate of Itself
- On the Density of One Gaussian Measure with Respect to Another