On necessary conditions of equivalence of gaussian measures corresponding to homogeneous random fields

We give necessary conditions of equivalence of probability measures corresponding to generalized homogenous Gaussian fields. For the most part, the results are also new for standard homogenous fields and even in the one-dimensional case, i.e., for stationary processes.

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Bibliographic Details
Date:1994
Main Authors: Krasnitskii, S. M., Краснитский, С. М.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1994
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5698
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:We give necessary conditions of equivalence of probability measures corresponding to generalized homogenous Gaussian fields. For the most part, the results are also new for standard homogenous fields and even in the one-dimensional case, i.e., for stationary processes.