scientific article; zbMATH DE number 3718261

MaRDI QIDQ3908238zbMATH OpenFDO

Authors V. S. Mandrekar, Srishti D. Chatterji

Publication date 1978

zbMATH Keywords

absolute continuity and singularity of probability measuresequivalence and singularityexpository paperFeldman-Hajek dichotomy for Gaussian measuresGaussian measuresreproducing kernel Hilbert spacesstationary Gaussian processes

Mathematics Subject Classification ID

Measures and integrals in product spaces (28A35) Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

Cited in

(12)

• On Edwards' model for long polymer chains
• Comparison of location models for stochastic processes
• Singularity of two diffusions on \({\mathcal C}_ \infty\)
• On estimating the mean function of a Gaussian process
• Equivalence and orthogonality of Gaussian measures on spheres
• Limit theorems for symmetric statistics of exchangeable random variables
• Equivalence of measures induced by infinitely divisible processes
• Sharp asymptotics of the Kolmogorov entropy for Gaussian measures
• A dichotomy property for Markov measures
• Gaussian measures on linear spaces
• Spectral conditions for equivalence of Gaussian random fields with stationary increments
• Sensitivity with respect to the yield curve: duration in a stochastic setting

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