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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 187–203 (Mi znsl1442)  
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
Full-text PDF (216 kB)
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
English version:
Journal of Mathematical Sciences (New York), 2003, Volume 118, Issue 6, Pages 5613–5620
DOI: https://doi.org/10.1023/A:1026146724057
Bibliographic databases:
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{RovSud01}
\by V.~A.~Rovsky, V.~N.~Sudakov
\paper Equivalence and singularity of Gaussian measures on the conic sigma-subfield
\inbook Probability and statistics. Part~4
\serial Zap. Nauchn. Sem. POMI
\yr 2001
\vol 278
\pages 187--203
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1442}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1874383}
\zmath{https://zbmath.org/?q=an:1065.28008}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2003
\vol 118
\issue 6
\pages 5613--5620
\crossref{https://doi.org/10.1023/A:1026146724057}
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