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Zapiski Nauchnykh Seminarov LOMI, 1982, Volume 119, Pages 167–173
(Mi znsl3993)
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Distribution of functionals on finitedimensional spaces and distributions of Gaussian sample functions.
S. B. Makarova
Abstract:
Every (probability) measure on parametric set $T$ of a random process $\xi_t$ defines a probalility distribution on the set of one-dimentional distributions $P_f$ of the process. This distribution is investigated for Gaussian process $\xi_t$, sufficient condition fоr the inequality $Ex(P_f, \bar P)\leqslant C$ to bold for some $\bar P$ being obtained ($x$-th Kantorovich distance).
Citation:
S. B. Makarova, “Distribution of functionals on finitedimensional spaces and distributions of Gaussian sample functions.”, Problems of the theory of probability distributions. Part VII, Zap. Nauchn. Sem. LOMI, 119, "Nauka", Leningrad. Otdel., Leningrad, 1982, 167–173
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https://www.mathnet.ru/eng/znsl3993 https://www.mathnet.ru/eng/znsl/v119/p167
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