Absolute continuity between the Wiener and stationary Gaussian measures (Q1306253)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Absolute continuity between the Wiener and stationary Gaussian measures |
scientific article; zbMATH DE number 1344288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute continuity between the Wiener and stationary Gaussian measures |
scientific article; zbMATH DE number 1344288 |
Statements
Absolute continuity between the Wiener and stationary Gaussian measures (English)
0 references
23 August 2000
0 references
\textit{L. A. Shepp} [Ann. Math. Stat. 37, 321-354 (1966; Zbl 0142.13901)] characterized correlations corresponding to stationary Gaussian measures that are absolutely continuous with respect to the Wiener measure. By analyzing the entropy distance the author shows that one of his conditions, involving the spectrum of an associated operator, is essentially extraneous.
0 references
stationary Gaussian measures
0 references
absolutely continuous measure
0 references
Wiener measure
0 references
