QUASI-INVARIANCE OF PRODUCT MEASURES UNDER LIE GROUP PERTURBATIONS - FISHER INFORMATION AND L(2)-DIFFERENTIABILITY
成果类型：
Article
署名作者：
MARQUES, MSD; MARTIN, LS
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1992
页码：
1420-1435
关键词：
摘要：
A sequence of measures on a topological space is pert-bed by a sequence of elements of a Lie group acting on that space. Criteria are given for the singularity and equivalence of the corresponding product measures. These criteria extend the results of Shepp and Steele. In particular, Fisher information comes into the scene and its role is further clarified.