Random Shifts Which Preserve Measure
- 1 May 1975
- journal article
- Published by JSTOR in Proceedings of the American Mathematical Society
- Vol. 49 (1) , 143-150
- https://doi.org/10.2307/2039806
Abstract
Given a flow <!-- MATH ${\theta _g},g \in G$ --> a group, over a probability space <!-- MATH $(\Omega ,\mathfrak{F},P)$ --> and a -valued random variable , we exhibit the Lebesgue decomposition of the measure <!-- MATH $P \circ \theta _Z^{ - 1}$ --> relative to , and give necessary and sufficient conditions for equality <!-- MATH $(P \circ \theta _Z^{ - 1} = P)$ --> , absolute continuity <!-- MATH $(P \circ \theta _Z^{ - 1} \ll P)$ --> , and singularity <!-- MATH $(P \circ \theta _Z^{ - 1} \bot P)$ --> in terms of the Haar measure. The proof rests on the theory of ``Palm measures'' as developed by Mecke and the authors. Specializing the group , we retrieve some known results for the integers and real line, and compute the Radon-Nikodým derivatives in various cases.
Keywords
This publication has 3 references indexed in Scilit:
- Geometric Measure TheoryPublished by Springer Nature ,1996
- Occupation Times for Smooth Stationary ProcessesThe Annals of Probability, 1973
- Probability and PotentialsMathematics of Computation, 1967