Equivalence and perpendicularity of Gaussian processes
From MaRDI portal
Publication:769987
DOI10.2140/PJM.1958.8.699zbMath0084.13001OpenAlexW2047498614MaRDI QIDQ769987
Publication date: 1958
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.1958.8.699
Related Items (53)
Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity ⋮ Measures on infinite dimensional vector spaces ⋮ Radon-Nikodým derivative in the case of a random Schrödinger-type equation ⋮ Supervised Classification for a Family of Gaussian Functional Models ⋮ Gaussian sample functions and the Hausdorff dimension of level crossings ⋮ On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification ⋮ Parameter estimation for stochastic processes ⋮ An elementary proof of the Gaussian dichotomy theorem ⋮ Non-linear equivalence transformations of Brownian motion ⋮ Non-linear equivalence transformations of Brownian motion ⋮ An elementary proof of the Gaussian dichotomy theorem ⋮ Gaussian measures on linear spaces ⋮ Singular translates of measures on linear spaces ⋮ Quasi-invariant Gaussian measures for the two-dimensional defocusing cubic nonlinear wave equation ⋮ Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes ⋮ Nonparametric detection for univariate and functional data ⋮ Fisher-Rao Riemannian geometry of equivalent Gaussian measures on Hilbert space ⋮ Optimal classification of Gaussian processes in homo- and heteroscedastic settings ⋮ Merging of opinions in game-theoretic probability ⋮ Singularity of measures on linear spaces ⋮ Equivalence-Singularity Dichotomies from Zero-One Laws ⋮ Optimizing selection for function-valued traits ⋮ Equivalence-Singularity Dichotomies from Zero-One Laws ⋮ A note on arbitrage in term structure ⋮ Canonical representations generated by translationally quasi-invariant measures ⋮ Elliott-Morse measures and Kakutani's dichotomy theorem ⋮ An equivalence criterion for infinite products of Cauchy measures ⋮ Some remarks on spherically invariant distributions ⋮ Some remarks on the equivalence of Gaussian processes ⋮ Discrimination with respect to a Gaussian process ⋮ ON PRODUCT SYSTEMS ARISING FROM SUM SYSTEMS ⋮ Some new examples of quasi-invariant measures on a Hilbert space ⋮ An aspect of quasi-invariant measures on \(R^\infty\) ⋮ Singularity of generalized grey Brownian motions with different parameters ⋮ Linear transformation of quasi-invariant measures ⋮ Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces ⋮ Equivalence singularity dichotomies for a class of ergodic measures ⋮ Innovative processes and the factorization problem ⋮ Asymptotic minimax theorems for the sample distribution function ⋮ Brittleness of Bayesian inference under finite information in a continuous world ⋮ Conditions for singularity for measures generated by two fractional psuedo-diffusion processes ⋮ On the Cameron–Martin theorem and almost-sure global existence ⋮ Transportation inequalities for Markov kernels and their applications ⋮ Potential theory on Hilbert space ⋮ Representation Formulae for the Fractional Brownian Motion ⋮ Gaussian measures on a Banach space ⋮ Equivalence and Radon-Nikodym derivatives of Gaussian measures ⋮ Joint Measures and Cross-Covariance Operators ⋮ Some asymptotic theory for functional regression and classification ⋮ Absolute continuity of Wiener processes ⋮ On the measures induced on L\(_2\) by a stochastic process ⋮ Hellinger integrals of gaussian processes with independent increments ⋮ Examples of Non-Gaussian Quasi-Invariant Distributions in Hilbert Space
This page was built for publication: Equivalence and perpendicularity of Gaussian processes