On the equivalence of certain product measures (Q1326288)

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scientific article; zbMATH DE number 569023
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On the equivalence of certain product measures
scientific article; zbMATH DE number 569023

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    On the equivalence of certain product measures (English)
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    15 August 1994
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    Let \(G=\{g_ k, k \in\mathbb{N}\}\) be a sequence of independent Gaussian centred reduced random variables; let moreover \(Y=\{y_ k, k \in \mathbb{N}\}\) be a sequence independent of \(G\) of independent random variables. For obtaining conditions characterizing the equivalence of the distributions of \(G\) and \(G+Y\), we use the zero-one laws verified by \(G\), first for the convergence of the series \(\sum \sigma_ k g_ k\) or \(\sum \sigma_ k (g^ 2_ k-a_ k)\), secondly for the asymptotic behavior of the sequence \(\{g_ k, k \in \mathbb{N}\}\) and we analyze their maximal effects on the distribution of \(Y\).
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    equivalence of measures
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    asymptotic behavior
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