Abstract:
Let μ be a measure on the σ-algebra B of Borel sets of a separable Hilbert space X. An element a∈X is called an admissible translation of μ if μa≪μ where μa is the measure obtained from μ under transformation of space X:Sax=x+a. In the paper, the set Mμ of admissible translations of μ and the form of the density dμa/dμ are investigated.
The class M of measures for which Mμ contains the linear manifold dense in X is studied. M is shown to be a convex set. The set K of extreme points of M is found and it is proved that all the measures from M are mixtures of those from K.
Citation:
A. V. Skorokhod, “On admissible translations of measures in Hilbert space”, Teor. Veroyatnost. i Primenen., 15:4 (1970), 577–598; Theory Probab. Appl., 15:4 (1970), 557–580
\Bibitem{Sko70}
\by A.~V.~Skorokhod
\paper On admissible translations of measures in Hilbert space
\jour Teor. Veroyatnost. i Primenen.
\yr 1970
\vol 15
\issue 4
\pages 577--598
\mathnet{http://mi.mathnet.ru/tvp1924}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=291406}
\zmath{https://zbmath.org/?q=an:0241.28001}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 4
\pages 557--580
\crossref{https://doi.org/10.1137/1115068}
Linking options:
https://www.mathnet.ru/eng/tvp1924
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