Displaying similar documents to “Equivalence of Gaussian measures of finite sum of stochastic processes”

Gaussian measures associated to the higher order conservation laws of the Benjamin-Ono equation

Nikolay Tzvetkov, Nicola Visciglia (2013)

Annales scientifiques de l'École Normale Supérieure

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Inspired by the work of Zhidkov on the KdV equation, we perform a construction of weighted Gaussian measures associated to the higher order conservation laws of the Benjamin-Ono equation. The resulting measures are supported by Sobolev spaces of increasing regularity. We also prove a property on the support of these measures leading to the conjecture that they are indeed invariant by the flow of the Benjamin-Ono equation.

Correlation measures.

Lewis, Thomas M., Pritchard, Geoffrey (1999)

Electronic Communications in Probability [electronic only]

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On small deviations of Gaussian processes using majorizing measures

Michel J. G. Weber (2012)

Colloquium Mathematicae

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We give two examples of periodic Gaussian processes, having entropy numbers of exactly the same order but radically different small deviations. Our construction is based on Knopp's classical result yielding existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show by examples that our bound is sharp. We also apply it to Gaussian independent sequences...