On the Absolute Continuity of Gaussian Measures on Locally Compact Groups

A. Bendikov and L. Saloff-Coste
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A. Bendikov: Cornell University
L. Saloff-Coste: Cornell University

Journal of Theoretical Probability, 2001, vol. 14, issue 3, 887-898

Abstract: Abstract This note discusses the topological necessary and sufficient conditions for a locally compact connected group to admit a Gaussian measure that is absolutely continuous with respect to Haar measure.

Keywords: groups; Gaussian measure; Haar measure; absolute continuity (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1012261627108

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