Stationary and invariant densities and disintegration kernels

被引：1

作者：

Kallenberg, Olav ^{[1
]}

机构：

[1] Auburn Univ, Dept Math & Stat, Auburn, AL 36849 USA

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2014年 / 160卷 / 3-4期

关键词：

Stationary random measures; Differentiation and disintegration; Locally compact topological groups; Skew factorization; Ergodic decomposition; HOMOGENEOUS SPACES; FLAT PROCESSES;

D O I：

10.1007/s00440-013-0535-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let be a locally compact topological group, acting measurably on some Borel spaces and , and consider some jointly stationary random measures on and on such that a.s. Then there exists a stationary random kernel from to such that a.s. This follows from the existence of an invariant kernel from to such that whenever . Also included are some related results on stationary integration, absolute continuity, and ergodic decomposition.

引用

页码：567 / 592

页数：26

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