On the absolute continuity of infinite product measure and its convolution

DOI10.1007/BF00367307zbMath0667.60049OpenAlexW2091621951MaRDI QIDQ1117581

Hiroshi Sato, Kazuhiro Kitada

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00367307

zbMATH Keywords

absolute continuity of infinite product measureabsolute continuity of the sum of Brownian motion and an independent process with respect to the Brownian motionShepp's condition

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Continuity and singularity of induced measures (60G30)

Related Items (3)

On the equivalence of certain product measures ⋮ Absolute continuity of one-sided random translations ⋮ Tail hypotheses in the signal plus noise model

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

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