Gaussian measures corresponding to stationary processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 698-707
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Some new sufficient conditions of equivalence and singularity of Gaussian measures as well as expressions for the density of one measure with respect to another one are obtained.
@article{TVP_1967_12_4_a7,
author = {D. S. Apokorin},
title = {Gaussian measures corresponding to stationary processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {698--707},
year = {1967},
volume = {12},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a7/}
}
D. S. Apokorin. Gaussian measures corresponding to stationary processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 698-707. http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a7/