Approximation of Gaussian measures generated by stationary processes. I

DOI10.1007/BF01093294zbMath0612.60036OpenAlexW2315468293MaRDI QIDQ1088285

Valentin Solev

Publication date: 1987

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01093294

zbMATH Keywords

asymptotic behaviourGaussian measureapproximation of measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cites Work

• Information in a scheme with additive noise
• Description of contraction operators which are similar to unitary operators
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