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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 187–203
(Mi znsl1442)
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Equivalence and singularity of Gaussian measures on the conic sigma-subfield
V. A. Rovskya, V. N. Sudakovb a Saint-Petersburg State University
b St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The alternative: equivalence-singularity on the conic sigma-field is established for a pair of centered Gaussian
distributions, and a corresponding criterion is given. Behavior of the logarithmic variation is established for the Radon–Nikodym derivative on the conic sigma-subfield.
Received: 15.12.2000
Citation:
V. A. Rovsky, V. N. Sudakov, “Equivalence and singularity of Gaussian measures on the conic sigma-subfield”, Probability and statistics. Part 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 187–203; J. Math. Sci. (N. Y.), 118:6 (2003), 5613–5620
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https://www.mathnet.ru/eng/znsl1442 https://www.mathnet.ru/eng/znsl/v278/p187
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Abstract page: | 199 | Full-text PDF : | 70 |
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