The Cameron-Martin theorem for (\(p\)-)Slepian processes

DOI10.1007/s10959-014-0591-7zbMath1342.60137arXiv1605.00812OpenAlexW3105455850MaRDI QIDQ300300

Wolfgang Bischoff, Andreas Gegg

Publication date: 27 June 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00812

zbMATH Keywords

Brownian motionRadon-Nikodym derivativeCameron-Martin theorem\(p\)-Slepian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic analysis (60H99)

Related Items

Boundary crossing probabilities for \((q,d)\)-Slepian-processes, Boundary non-crossing probabilities for fractional Brownian motion with trend

Cites Work

• The asymptotic distribution of the scan statistic under uniformity
• Karhunen-Loève expansion for additive Slepian processes
• A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
• Transformations of Wiener integrals under translations
• Lectures on Gaussian Processes
• Ramp crossings for Slepian's process (Corresp.)
• Small ball probabilities for the Slepian Gaussian fields
• First Passage Time for a Particular Gaussian Process
• Radon-Nikodym derivatives, passages and maxima for a Gaussian process with particular covariance and mean
• MOSUM tests for parameter constancy
• Radon-Nikodym Derivatives of Gaussian Measures
• First Passage Time for a Particular Gaussian Process
• Reciprocal Processes: The Stationary Gaussian Case
• Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems
• Unnamed Item
• Unnamed Item
• Unnamed Item