DID YOU KNOW? DTIC has over 3.5 million final reports on DoD funded research, development, test, and evaluation activities available to our registered users. Click

HERE to register or log in.

# Accession Number:

## ADA090787

# Title:

## Equivalent Gaussian Measures Whose R-N Derivative is the Exponential of a Diagonal Form.

# Descriptive Note:

## Interim rept.,

# Corporate Author:

## TENNESSEE UNIV KNOXVILLE DEPT OF MATHEMATICS

# Report Date:

## 1979-12-01

# Pagination or Media Count:

##
29.0

# Abstract:

## A simple necessary and sufficient condition, on a trace-class kernel K, is given in order for the existence of a measurable relative to the completed product sigma-algebra Gaussian process with covariance K. Using this result, sufficient conditions are given on the means and the covariances relative to two equivalent Gaussian measures P and P sub lambda of a process X so that the Radon-Nikodym R-N derivative dp sub lambdadP is the exponential of the diagonal form in X. Analogues of the last two results in the set up of Hilbert space are also proved. Author

# Distribution Statement:

## APPROVED FOR PUBLIC RELEASE

#