منابع مشابه
A Property of the Haar Measure of Some Special LCA Groups
The Euclidean group (Rn,+) where (n?N, plays a key role in harmonic analysis. If we consider the Lebesgue measure ()nd?xR as the Haar measure of this group then 12(2)()nd?x=d?RR. In this article we look for LCA groups K, whose Haar measures have a similar property. In fact we will show that for some LCA groups K with the Haar measure K?, there exists a constant such that 0KC>()(2)KKK?A=C?A for ...
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Let pX,μq be a standard probability space. An automorphism T of this space has the weak Pinsker property if for every ε ą 0 it is isomorphic to a direct product of a Bernoulli shift and an automorphism of entropy less than ε. This property was introduced by Thouvenot, who conjectured that it holds for all measure-preserving systems. This paper proves Thouvenot’s conjecture. The proof applies wi...
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— We give a proof, based on the Poincaré inequality, of the symmetric property (τ) for the Gaussian measure. If f :Rd → R is continuous, bounded from below and even, we define Hf(x) = infy f(x+y)+ 1 2 |y|2 and we have ∫ e−f dγd ∫ e dγd 1. This property is equivalent to a certain functional form of the BlaschkeSantaló inequality, as explained in a paper by Artstein, Klartag and Milman. RÉSUMÉ. —...
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Let X be a continuous adapted process for which there exists an equivalent local martingale measure (ELMM). The minimal martingale measure P̂ is the unique ELMM for X with the property that local P -martingales strongly orthogonal to the P -martingale part of X are also local P̂ -martingales. We prove that if P̂ exists, it minimizes the reverse relative entropy H(P |Q) over all ELMMs Q for X. A co...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1978
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1978-0476999-7