Abstract
Quasi-invariance of infinite product measures is studied when a locally compact second countable group acts on a standard Borel space. A characterization of l 2-quasi-invariant infinite product measures is given. The group that leaves the measure class invariant is also studied. In the case where the group acts on itself by translations, our result extends previous ones obtained by Shepp (Ann. Math. Stat. 36:1107–1112, 1965) and by Hora (Math. Z. 206:169–192, 1991; J. Theor. Probab. 5:71–100, 1992) to all connected Lie groups.
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Sadasue, G. On Quasi-invariance of Infinite Product Measures. J Theor Probab 21, 571–585 (2008). https://doi.org/10.1007/s10959-008-0171-9
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DOI: https://doi.org/10.1007/s10959-008-0171-9