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On necessary conditions of equivalence of gaussian measures corresponding to homogeneous random fields

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Abstract

We give necessary conditions of equivalence of probability measures corresponding to generalized homogenous Gaussian fields. For the most part, the results are also new for standard homogenous fields and even in the one-dimensional case, i.e., for stationary processes.

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Authors
  1. S. M. Krasnitskii
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Additional information

Kiev Technological Institute of Light Industry, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 6, pp. 708–719, June, 1994.

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Krasnitskii, S.M. On necessary conditions of equivalence of gaussian measures corresponding to homogeneous random fields. Ukr Math J 46, 765–778 (1994). https://doi.org/10.1007/BF02658178

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  • DOI: https://doi.org/10.1007/BF02658178

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