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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

5 votes
2 answers
692 views

Absolute continuity of measures on infinite binary sequences

Suppose $P$ and $Q$ are two probability measures on the space $\Omega = \{0,1\}^{\mathbb N}$ of infinite binary sequences equipped with the product $\sigma$-algebra generated by its cylinder sets, wit …