On Absolute Continuity of Measures Corresponding to Homogeneous Gaussian Fields

DOI10.1137/1118002MaRDI QIDQ4768393zbMATH OpenOpenAlexFDO

Authors Anatolii V. Skorokhod, M. I. Yadrenko

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

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalized stochastic processes (60G20) Continuity and singularity of induced measures (60G30)

Cited in

(20)

• Random stopping sets in a sequential analysis of random measures and fields
• Equivalence of measures for some class of Gaussian random fields
• On sufficient equivalence conditions of Gaussian measures corresponding to homogeneous fields whose spectral densities have real zeros
• Equivalence and orthogonality of Gaussian measures on spheres
• Optimal change point detection in Gaussian processes
• Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
• Equivalence of Gaussian measures for some nonstationary random fields
• Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
• Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics
• 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
• Asymptotically equivalent prediction in multivariate geostatistics
• Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
• Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
• Some asymptotic properties of kriging when the covariance function is misspecified
• A simple condition for asymptotic optimality of linear predictions of random fields
• Space-time smoothness and parsimony in covariance functions
• Random fields on Hilbert spaces with their equivalent Gaussian measures
• Compatibility of space-time kernels with full, dynamical, or compact support
• Encoding dissimilarity data for statistical model building

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