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On an invariant Borel measure in Hilbert space

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Abstrakty
EN
An example of a nonzero [sigma]-finite Borel measure [my] with everywhere dense linear manifold I[my] of admissible (in the sense of invariance) translation vectors is constructed in the Hilbert space l[2] such that [my] and any shift [my]^[alpha] of [my] by a vector [alpha] is an element of l[2] \ I[my] are neither equivalent nor orthogonal. This extends a result established in [7].
Rocznik
Strony
47--51
Opis fizyczny
Bibliogr. 15 poz.
Twórcy
Bibliografia
  • [1] V. V. Baklan and A. D. Shatashvili, Transformations of Gaussian measures by non-linear mappings in Hilbert space, Dopovīdī Akad. Nauk Ukraïn. RSR 1965, 1115-1117.
  • [2] R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under translations, Ann. of Math. (2) 45 (1944), 386-396.
  • [3] -, -, Transformations of Wiener integrals under a general class of linear transformations, Trans. Amer. Math. Soc. 58 (1945), 184-219.
  • [4] -, -, The behavior of measure and measurability under change of scale in Wiener space, Bull. Amer. Math. Soc. 53 (1947), 130-137.
  • [5] -, -, The transformation of Wiener integrals by nonlinear transformations, Trans. Amer. Math. Soc. 66 (1949), 253-283.
  • [6] J. Feldman, Equivalence and perpendicularity of Gaussian processes, Pacific J. Math. 8 (1958), 699-708.
  • [7] I. I. Gikhman and A. V. Skorokhod, Theory of Random Processes, Vol. I, Izdat. Nauka, Moscow, 1971 (in Russian).
  • [8] U. Grenander, Stochastic processes and statistical inference, Ark. Mat. 1 (1950), 195-277.
  • [9] P. R. Halmos, Measure Theory, Van Nostrand, New York, 1950.
  • [10] S. Kakutani, On equivalence of infinite product measures, Ann. of Math. 49 (1948), 214-224.
  • [11] A. B. Kharazishvili, Invariant measures in Hilbert space, Soobshch. Akad. Nauk Gruzin. SSR 114 (1984), 45-48 (in Russian).
  • [12] G. Pantsulaia, Duality of measure and category in infinite-dimensional separable Hilbert space l2, Int. J. Math. Math. Sci. 30 (2002), 353-363.
  • [13] T. S. Pitcher, Likelihood ratios for diffusion processes with shifted mean values, Trans. Amer. Math. Soc. 101 (1961), 168-176.
  • [14] V. N. Sudakov, Linear sets with quasi-invariant measure, Dokl. Akad. Nauk SSSR 127 (1959), 524-525 (in Russian).
  • [15] A. M. Vershik, Duality in the theory of measure in linear spaces, ibid. 170 (1966), 497-500 (in Russian).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0004-0005
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