A Remark on the Absolute Continuity of Distributions of Gaussian Functionals

DOI10.1137/1133019zbMath0715.60054OpenAlexW1981318789MaRDI QIDQ3201174

Yu. A. Davydov

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133019

zbMATH Keywords

absolute continuityGaussian measuredistributions of Gaussian functionals

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

Related Items (1)

On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema

This page was built for publication: A Remark on the Absolute Continuity of Distributions of Gaussian Functionals