Simultaneous Diagonalization of Two Covariance Kernels and Application to Second Order Stochastic Processes

DOI10.1137/0115127MaRDI QIDQ5564801zbMATH OpenOpenAlexFDO

Authors T. T. Kadota

Publication date 1967

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0115127

zbMATH Keywords

probability theory

Cited in

(2)

• Conditions for absolute continuity between a certain pair of probability measures
• The Rényi distances of Gaussian measures.

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