On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields
From MaRDI portal
Publication:4768393
DOI10.1137/1118002zbMath0282.60026OpenAlexW2007069697MaRDI QIDQ4768393
M. I. Yadrenko, Anatoli V. Skorokhod
Publication date: 1973
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1118002
Gaussian processes (60G15) Generalized stochastic processes (60G20) Continuity and singularity of induced measures (60G30)
Related Items (17)
Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces ⋮ Equivalence of Gaussian measures for some nonstationary random fields ⋮ Spectral conditions for equivalence of Gaussian random fields with stationary increments ⋮ A. V. Skorokhod's works related to investigations of probability distributions in infinitely dimensional spaces ⋮ Equivalence and orthogonality of Gaussian measures on spheres ⋮ Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions ⋮ Optimal change point detection in Gaussian processes ⋮ Asymptotically equivalent prediction in multivariate geostatistics ⋮ Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics ⋮ Random stopping sets in a sequential analysis of random measures and fields ⋮ A simple condition for asymptotic optimality of linear predictions of random fields ⋮ Some asymptotic properties of kriging when the covariance function is misspecified ⋮ Equivalence of measures for some class of Gaussian random fields ⋮ Encoding dissimilarity data for statistical model building ⋮ Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics ⋮ On sufficient equivalence conditions of Gaussian measures corresponding to homogeneous fields whose spectral densities have real zeros ⋮ Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
This page was built for publication: On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields