On likelihood ratios of measures given by Markov chains
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- by R. LePage and V. Mandrekar
- Proc. Amer. Math. Soc. 52 (1975), 377-380
- DOI: https://doi.org/10.1090/S0002-9939-1975-0380964-0
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Abstract:
In this note we study conditions for absolute continuity and singularity of two measures induced by finite Markov chains. These conditions are derived from a general result on singularity-continuity dichotomy.References
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- Raoul D. LePage and V. Mandrekar, Equivalence-singularity dichotomies from zero-one laws, Proc. Amer. Math. Soc. 31 (1972), 251–254. MR 290442, DOI 10.1090/S0002-9939-1972-0290442-2
- A. A. Lodkin, The absolute continuity of measures that correspond to Markov processes with discrete time, Teor. Verojatnost. i Primenen. 16 (1971), 703–708 (Russian, with English summary). MR 0291404
Bibliographic Information
- © Copyright 1975 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 52 (1975), 377-380
- MSC: Primary 60G30
- DOI: https://doi.org/10.1090/S0002-9939-1975-0380964-0
- MathSciNet review: 0380964