Accession Number:

AD0748769

Title:

On the Equivalence of Gaussian Measures Related to Banach Space-Valued Processes.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1972-07-01

Pagination or Media Count:

29.0

Abstract:

Using the theory of operator-valued reproducing kernels a necessary and sufficient condition for equivalence or singularity of two Gaussian measures corresponding to a Banach space-valued stochastic processes is given. The characterization is in terms of operator-valued covariance kernels associated with these measures. The result is applied to the Wiener process with a Banach state space and an infinite dimensional extension of a result of Shepp is obtained. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE