Hellinger integrals, contiguity and entire separation

Friedrich Liese

Kybernetika (1987)

  • Volume: 23, Issue: 2, page 104-123
  • ISSN: 0023-5954

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Liese, Friedrich. "Hellinger integrals, contiguity and entire separation." Kybernetika 23.2 (1987): 104-123. <http://eudml.org/doc/28028>.

@article{Liese1987,
author = {Liese, Friedrich},
journal = {Kybernetika},
keywords = {Hellinger measure; Hellinger integrals; necessary and sufficient conditions for contiguity; separation of two sequences of probability measures},
language = {eng},
number = {2},
pages = {104-123},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Hellinger integrals, contiguity and entire separation},
url = {http://eudml.org/doc/28028},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Liese, Friedrich
TI - Hellinger integrals, contiguity and entire separation
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 2
SP - 104
EP - 123
LA - eng
KW - Hellinger measure; Hellinger integrals; necessary and sufficient conditions for contiguity; separation of two sequences of probability measures
UR - http://eudml.org/doc/28028
ER -

References

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  1. G. K. Eagleson, An extended dichotomy theorem for sequences of pairs of Gaussian measures, Ann. Probab. 9 (1981), 3, 453-459. (1981) Zbl0462.60042MR0614629
  2. G K. Eagleson, I. Memin, Sur la contiguite de deux suites de mesures: generalization d'un theoreme de Kabonov-Liptser-Shiryayev, Seminaire Probability XVI, Lecture. Notes 920, Springer-Verlag, Berlin-Heidelberg-New York 1982. (1982) 
  3. J. Kerstan, F. Liese, Zur Existenz bedingter Verteilungsgesetze I, Math. Nachrichten 61 (1974), 279-310. (1974) Zbl0287.60006MR0356152
  4. F. Liese, Estimates of Hcliinger integrals of discrete time stochastic processes, Forschungserg, FSU Jena Nr. 84/51 and Proc. "Colloquium on Goodness of Fit" Debrecen 1984, 355-368. (1984) MR0892338
  5. F. Liese, Hellinger integrals, error probabilities and contiguity of Gaussian processes with independent increments and Poisson processes, Journal of Information Processing and Cybernetics-EIK 21 (1985), 297-312. (1985) Zbl0582.62075MR0806287
  6. R. Ch. Liptser F. Pukelsheim, A. N. Shiryayev, On necessary and sufficient conditions for contiguity and entire separation of probability measures, Uspeki Math. Nauk 37 (6) (1982), 97-124. (1982) MR0683275
  7. R. Ch. Liptser, A. N. Shiryayev, Statistics of Random Processes, Vol. I, II, Springer-Verlag, Berlin-Heidelberg-New York 1978. (1978) 
  8. T. Nemetz, Equivalence orthogonality dichotomies of probability measures, Proc. Coll. on Limit Theorems of Prob. Theory and Stat. Keszthely 1974. (1974) MR0394852
  9. C. M. Newman, The inner product of path space measures corresponding to random processes with independent increments, Bull. Amer. Math. Soc. 78 (1972), 2. (1972) Zbl0233.60041MR0290453
  10. S. Orey, Limit Theorems for Markov Chain Transition Probabilities, Van Nostrand, New York-Cincinnati-Toronto -Melbourne 1971. (1971) Zbl0295.60054MR0324774

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