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Generalized differentiable product measures |
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| Authors: | A. I. Kirillov |
| Affiliation: | (1) Moscow Institute of Power Engineering, USSR |
| Abstract: | A class of measures on ℝ∞ determined by sequences of functions of finitely many variables is considered. An existence theorem for such measures is proved, and their properties are examined. Examples are presented. Translated fromMatematicheskie Zametki, Vol. 63, No. 1, pp. 37–55, January, 1998. The author is greatly indebted to O. V. Zimina for many stimulating discussions. This research was supported by the Russian Foundation for Basic Research under grant No. 96-01 01701. |
| Keywords: | generalized product measure logarithmic derivative probability measure mixture of Gaussian measures Gibbs measure Markov uniqueness |
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