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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 4, Pages 697–712 (Mi tvp3795)

This article is cited in 8 papers

Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations

M. A. Lifshits, E. Yu. Shmileva

St. Petersburg State University, Department of Mathematics and Mechanics

Abstract: In this work the necessary and sufficient conditions are given for the quasi-invariance of the distributions of Poisson measures on $X\times\mathbf{R}^+$ (for arbitrary measurable space $X$) with respect to a large group of the scalings of the component $\mathbf{R}^+$. It is shown that the class of quasi-invariant measures is far from being exhausted by the measures absolutely continuous with respect to the gamma measure considered in [N. Tsilevich and A. Vershik, C. R. Acad. Sci. Paris Ser. I Math., 329 (1999), pp. 163–168] and [N. Tsilevich, A. Vershik, and M. Yor, Prepublication 575, Universites Paris VI & Paris VII, Paris, 2000]. A criterion is given for the absolute continuity of a Poisson measure with respect to another Poisson measure on an arbitrary measurable space.

Keywords: Poisson measure, spectral measure, quasi-invariance, gamma measure, Hellinger–Kakutani distance.

Received: 01.03.2001

DOI: 10.4213/tvp3795


 English version:
Theory of Probability and its Applications, 2002, 46:4, 652–666

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