On absolute continuity and singularity of the distributions of random fields
Sbornik. Mathematics, Tome 46 (1983) no. 2, pp. 161-170
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A criterion is obtained for the absolute continuity or singularity of probability measures corresponding to certain classes of two-parameter discrete random fields. The proof is based on some lemmas which describe the sets of convergence of two-parameter semimartingales.
Bibliography: 5 titles.
@article{SM_1983_46_2_a1,
author = {A. A. Gushchin},
title = {On absolute continuity and singularity of the distributions of random fields},
journal = {Sbornik. Mathematics},
pages = {161--170},
publisher = {mathdoc},
volume = {46},
number = {2},
year = {1983},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1983_46_2_a1/}
}
A. A. Gushchin. On absolute continuity and singularity of the distributions of random fields. Sbornik. Mathematics, Tome 46 (1983) no. 2, pp. 161-170. http://geodesic.mathdoc.fr/item/SM_1983_46_2_a1/