The entropy distance between the Wiener and stationary Gaussian measures

DOI10.2140/PJM.1999.188.109zbMATH Open0935.60070OpenAlexW2083288840MaRDI QIDQ1306254FDOQ1306254

Authors: Uri Keich 

Publication date: 26 September 1999

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

Full work available at URL: https://doi.org/10.2140/pjm.1999.188.109

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zbMATH Keywords

Wiener measureentropy distancestationary Gaussian measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cited In (5)

• Hellinger distances and α-entropy in a one-parameter class of density functions
• The Rényi distances of Gaussian measures.
• Title not available (Why is that?)
• Some results on entropy in Wiener space
• Distance en variation totale entre une mesure de Gibbs et sa translatée

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