On absolute continuity and singularity of the distributions of random fields
Sbornik. Mathematics, Tome 46 (1983) no. 2, pp. 161-170
Cet article a éte moissonné depuis la source Math-Net.Ru
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},
year = {1983},
volume = {46},
number = {2},
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/
[1] Kabanov Yu. M., Liptser R. Sh., Shiryaev A. N., “K voprosu ob absolyutnoi nepreryvnosti i singulyarnosti veroyatnostnykh mer”, Matem. sb., 104 (146) (1977), 227–247 | MR | Zbl
[2] Rozanov Yu. A., Markovskie sluchainye polya, Nauka, M., 1981 | MR | Zbl
[3] Cairoli R., Une inégalité'pour martingales à indices multiples et ses applications, V. 124 (Séminaire de Probabilités IV), Lecture Notes Math., Springer-Verlag, 1970 | MR
[4] Cairoli R., Décomposition de processus à indices doubles, V. 191 (Séminaire de Probabilités V), Lecture Notes Math., Springer-Verlag | MR
[5] Maniya M. G., “Ob absolyutnoi nepreryvnosti i singulyarnosti veroyatnostnykh raspredelenii sluchainykh polei”, DAN SSSR, 253:3 (1980), 530–533 | MR