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On the equivalence of Gaussian processes with factorable covariance functions
1972
Proceedings of the American Mathematical Society
Preserved Fulltext
Let [Xt}t€T be a Gaussian process on a probability space (Í), &, P) with a factorable covariance function. We assume here that T is a /»-dimensional Euclidean space. The purpose of this paper is to give necessary and sufficient conditions that a probability measure Q with respect to which {Xt)tt=T is a Gaussian process is equivalent to a probability measure P.
doi:10.1090/s0002-9939-1972-0290444-6
fatcat:x7vvrs5nt5b6neyhpqbcejjpia