Stationary and invariant densities and disintegration kernels

Abstract

Let \(G\) be a locally compact topological group, acting measurably on some Borel spaces \(S\) and \(T\), and consider some jointly stationary random measures \(\xi \) on \(S\times T\) and \(\eta \) on \(S\) such that \(\xi (\cdot \times T)\ll \eta \) a.s. Then there exists a stationary random kernel \(\zeta \) from \(S\) to \(T\) such that \(\xi =\eta \otimes \zeta \) a.s. This follows from the existence of an invariant kernel \(\varphi \) from \(S\times {\mathcal {M}}_{S\times T}\times {\mathcal {M}}_S\) to \(T\) such that \(\mu =\nu \otimes \varphi (\cdot ,\mu ,\nu )\) whenever \(\mu (\cdot \times T)\ll \nu \). Also included are some related results on stationary integration, absolute continuity, and ergodic decomposition.