Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 187-203
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V. A. Rovsky; V. N. Sudakov. Equivalence and singularity of Gaussian measures on the conic sigma-subfield. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 187-203. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a10/
@article{ZNSL_2001_278_a10,
author = {V. A. Rovsky and V. N. Sudakov},
title = {Equivalence and singularity of {Gaussian} measures on the conic sigma-subfield},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {187--203},
year = {2001},
volume = {278},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a10/}
}
TY - JOUR
AU - V. A. Rovsky
AU - V. N. Sudakov
TI - Equivalence and singularity of Gaussian measures on the conic sigma-subfield
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2001
SP - 187
EP - 203
VL - 278
UR - http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a10/
LA - ru
ID - ZNSL_2001_278_a10
ER -
%0 Journal Article
%A V. A. Rovsky
%A V. N. Sudakov
%T Equivalence and singularity of Gaussian measures on the conic sigma-subfield
%J Zapiski Nauchnykh Seminarov POMI
%D 2001
%P 187-203
%V 278
%U http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a10/
%G ru
%F ZNSL_2001_278_a10
The alternative: equivalence-singularity on the conic sigma-field is established for a pair of centered Gaussian distributions, and a corresponding criterion is given. Behavior of the logarithmic variation is established for the Radon–Nikodym derivative on the conic sigma-subfield.
