Equivalent-singular dichotomy for quasi-invariant ergodic measures (Q1068417)

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scientific article; zbMATH DE number 3932075
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Equivalent-singular dichotomy for quasi-invariant ergodic measures
scientific article; zbMATH DE number 3932075

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    Equivalent-singular dichotomy for quasi-invariant ergodic measures (English)
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    1985
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    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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    locally convex vector spaces
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    Hájek-Feldman's dichotomy
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    Fernique's dichotomy
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    symmetric stable distributions
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    equivalent-singular dichotomy
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