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

Personal Author(s):

• Chung,Dong M.
• Rajput,Balram S.

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

Descriptors:

• *STOCHASTIC PROCESSES
• *GAUSSIAN QUADRATURE
• EIGENVECTORS
• EIGENVALUES
• KERNEL FUNCTIONS
• CONVERGENCE
• COVARIANCE
• HILBERT SPACE
• THEOREMS
• DERIVATIVES(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE