Comparaison de mesures gaussiennes et de mesures produit

Xavier Fernique

Annales de l'I.H.P. Probabilités et statistiques (1984)

  • Volume: 20, Issue: 2, page 165-175
  • ISSN: 0246-0203

How to cite

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Fernique, Xavier. "Comparaison de mesures gaussiennes et de mesures produit." Annales de l'I.H.P. Probabilités et statistiques 20.2 (1984): 165-175. <http://eudml.org/doc/77230>.

@article{Fernique1984,
author = {Fernique, Xavier},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {marginal distributions; Gaussian measure; product measure; Hellinger distance},
language = {fre},
number = {2},
pages = {165-175},
publisher = {Gauthier-Villars},
title = {Comparaison de mesures gaussiennes et de mesures produit},
url = {http://eudml.org/doc/77230},
volume = {20},
year = {1984},
}

TY - JOUR
AU - Fernique, Xavier
TI - Comparaison de mesures gaussiennes et de mesures produit
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1984
PB - Gauthier-Villars
VL - 20
IS - 2
SP - 165
EP - 175
LA - fre
KW - marginal distributions; Gaussian measure; product measure; Hellinger distance
UR - http://eudml.org/doc/77230
ER -

References

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  1. [1] S.D. Chatterji et V. Mandrekar, Equivalence and singularity of gaussian measures and applications. Probabilistic Analysis and related topics, t. 1, Academic Press, N. Y., 1978, p. 169-197. Zbl0458.60028MR478320
  2. [2] S.D. Chatterji et S. Ramaswamy, Mesures gaussiennes et mesures produits. Séminaire de Probabilités, XVI, Lectures Notes, t. 920, Springer. Zbl0504.28017MR658715
  3. [3] J. Feldman, Equivalence and perpendicularity of gaussian processes. Pacific J. Math., t. 9, 1958, p. 699-708. Zbl0084.13001MR102760
  4. [4] J. Hajek, On a property of normal distribution of any stochastic processes. Math. Statist. Prob., t. 1, 1958-1961, p. 245-252. Zbl0112.09702MR116379
  5. [5] S. Kakutani, On equivalence of infinite product measures. Ann. of Math., t. 49, 1948, p. 214-224. Zbl0030.02303MR23331
  6. [6] S. Ramaswamy, Gaussian measures and product measures (preprint), 1983. 

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