On the equivalence of Gaussian processes with factorable covariance functions
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- by W. J. Park PDF
- Proc. Amer. Math. Soc. 32 (1972), 275-279 Request permission
Abstract:
Let ${\{ {X_t}\} _{t \in T}}$ be a Gaussian process on a probability space $(\Omega ,\mathcal {F},P)$ with a factorable covariance function. We assume here that T is a p-dimensional Euclidean space. The purpose of this paper is to give necessary and sufficient conditions that a probability measure Q with respect to which ${\{ {X_t}\} _{t \in T}}$ is a Gaussian process is equivalent to a probability measure P.References
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Additional Information
- © Copyright 1972 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 32 (1972), 275-279
- MSC: Primary 60.40
- DOI: https://doi.org/10.1090/S0002-9939-1972-0290444-6
- MathSciNet review: 0290444