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
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
收藏
页码:567 / 592
页数:26
相关论文
共 50 条