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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 4, Pages 577–598 (Mi tvp1924)  

This article is cited in 19 scientific papers (total in 19 papers)

On admissible translations of measures in Hilbert space

A. V. Skorokhod

Kiev
Abstract: Let μ be a measure on the σ-algebra B of Borel sets of a separable Hilbert space X. An element aX is called an admissible translation of μ if μaμ 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.
Received: 08.10.1969
English version:
Theory of Probability and its Applications, 1970, Volume 15, Issue 4, Pages 557–580
DOI: https://doi.org/10.1137/1115068
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\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}
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  • https://www.mathnet.ru/eng/tvp/v15/i4/p577
  • This publication is cited in the following 19 articles:
    1. Charles R. Baker, Wiley StatsRef: Statistics Reference Online, 2014  crossref
    2. S. S. Gabriyelyan, “Topological properties of the set of admissible transformations of measures”, Zhurn. matem. fiz., anal., geom., 2:1 (2006), 9–39  mathnet  mathscinet  zmath
    3. S. S. Gabrielyan, “Dopustimye preobrazovaniya mer”, Zhurn. matem. fiz., anal., geom., 1:2 (2005), 155–181  mathnet  mathscinet  zmath
    4. Charles R. Baker, Encyclopedia of Statistical Sciences, 2005  crossref
    5. Charles R. Baker, Encyclopedia of Statistical Sciences, 2004  crossref
    6. M. M. Rao, Stochastic Processes, 2000, 223  crossref
    7. V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104  mathnet  crossref  mathscinet  zmath  isi
    8. John Yuan, “On the structure of monoids of admissible transplates of multivariate probability measures”, Semigroup Forum, 27:1 (1983), 377  crossref
    9. John Yuan, “A note on angular semigroups”, Semigroup Forum, 19:1 (1980), 261  crossref
    10. Simone Chevet, Lecture Notes in Mathematics, 644, Vector Space Measures and Applications I, 1978, 125  crossref
    11. Hiroaki Shimomura, Lecture Notes in Mathematics, 644, Vector Space Measures and Applications I, 1978, 378  crossref
    12. Marek Kanter, Lecture Notes in Mathematics, 645, Vector Space Measures and Applications II, 1978, 114  crossref
    13. Tom S. Pitcher, “An inequality for approximate likelihood ratios”, Journal of Multivariate Analysis, 8:1 (1978), 119  crossref
    14. Patrick L. Brockett, Howard G. Tucker, “A conditional dichotomy theorem for stochastic processes with independent increments”, Journal of Multivariate Analysis, 7:1 (1977), 13  crossref
    15. Patrick L. Brockett, “Admissible transformations of measures”, Semigroup Forum, 12:1 (1976), 21  crossref
    16. Gerhard C. Hegerfeldt, “Probability measures on distribution spaces and quantum field theoretical models”, Reports on Mathematical Physics, 7:3 (1975), 403  crossref
    17. William N. Hudson, Howard G. Tucker, “On admissible translates of infinitely divisible distributions”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 32:1-2 (1975), 65  crossref
    18. G. P. Butsan, “On measures in a Hilbert space which are equivalent relative to groups of linear transformations”, Ukr Math J, 24:5 (1972), 476  crossref
    19. Balram S. Rajput, “The support of Gaussian measures on Banach spaces”, Theory Probab. Appl., 17:4 (1973), 728–734  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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