Finite absolute continuity of Gaussian measures on infinite-dimensional spaces
We study the notion of finite absolute continuity for measures on infinite-dimensional spaces. For Gaussian product measures on \(\mathbb{R}^{\infty}\) and Gaussian measures on a Hilbert space, we establish criteria for finite absolute continuity. We consider cases where the condition of finite abso...
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| Дата: | 2008 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2008
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/3251 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We study the notion of finite absolute continuity for measures on infinite-dimensional spaces. For Gaussian product measures on \(\mathbb{R}^{\infty}\) and Gaussian measures on a Hilbert space, we establish criteria for finite absolute continuity. We consider cases where the condition of finite absolute continuity of Gaussian measures is equivalent to the condition of their equivalence. |
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