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Zapiski Nauchnykh Seminarov LOMI, 1988, Volume 166, Pages 164–166 (Mi znsl5557)  
The condition of mutual absolute continuity of two Gaussian measures corresponding to a stationary process and asymptotic behaviour of the reproducing kernel

V. N. Solev
Full-text PDF (170 kB)
Abstract: We give some result about asymptotic behaviour of a reproducing kernel in the Hilbert space of entire functions and deduce from this result a condition of mutual absolute continuity of Gaussian measures.
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: V. N. Solev, “The condition of mutual absolute continuity of two Gaussian measures corresponding to a stationary process and asymptotic behaviour of the reproducing kernel”, Studies in mathematical statistics. Part 8, Zap. Nauchn. Sem. LOMI, 166, "Nauka", Leningrad. Otdel., Leningrad, 1988, 164–166
Citation in format AMSBIB
\Bibitem{Sol88}
\by V.~N.~Solev
\paper The condition of mutual absolute continuity of two Gaussian measures corresponding to a stationary process and asymptotic behaviour of the reproducing kernel
\inbook Studies in mathematical statistics. Part~8
\serial Zap. Nauchn. Sem. LOMI
\yr 1988
\vol 166
\pages 164--166
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl5557}
\zmath{https://zbmath.org/?q=an:0900.60038|0664.60044}
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  • https://www.mathnet.ru/eng/znsl/v166/p164
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