Geodesic
Correct discrimination of the Gaussian hypotheses II
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 129-149
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

For a pair of equivalent Gaussian distributions a notion of their correct discrimination is introduced, which means the existence of a continuous version of their likelyhood ratio on some Hilbert support of these measures. Not every pair of equivalent Gaussian measures can be correctly discriminated. 
@article{ZNSL_2004_320_a10,
     author = {V. A. Rovsky},
     title = {Correct discrimination of the {Gaussian} {hypotheses~II}},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {129--149},
     year = {2004},
     volume = {320},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a10/}
}
TY  - JOUR
AU  - V. A. Rovsky
TI  - Correct discrimination of the Gaussian hypotheses II
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2004
SP  - 129
EP  - 149
VL  - 320
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a10/
LA  - ru
ID  - ZNSL_2004_320_a10
ER  - 
%0 Journal Article
%A V. A. Rovsky
%T Correct discrimination of the Gaussian hypotheses II
%J Zapiski Nauchnykh Seminarov POMI
%D 2004
%P 129-149
%V 320
%U http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a10/
%G ru
%F ZNSL_2004_320_a10
V. A. Rovsky. Correct discrimination of the Gaussian hypotheses II. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 129-149. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a10/

[1] A. M. Vershik, V. N. Sudakov, “Veroyatnostnye mery v beskonechnomernykh prostranstvakh”, Zap. nauchn. semin. LOMI, 12, 1969, 7–67 | MR | Zbl

[2] V. N. Sudakov, “Gaussian measures. A brief survey”, Rendiconti dell'instituto di matematica dell'universita di Trieste, 26 (1994), 289–325 | MR | Zbl

[3] V. A. Rovskii, “O korrektnom razlichenii gaussovskikh gipotez”, Zap. nauchn. semin. POMI, 298, 2003, 155–160 | MR | Zbl

[4] I. I. Gikhman, A. V. Skorokhod, Teoriya sluchainykh protsessov, T. 1, Nauka, M., 1971 | MR

[5] V. I. Bogachev, Gaussovskie mery, Nauka, M., 1997 | MR