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

DOI10.1137/0115127zbMATH Open0178.19102OpenAlexW2035136688MaRDI QIDQ5564801FDOQ5564801

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)

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

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