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Hellinger integrals of gaussian processes with independent increments |
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| Abstract: | The aim of this paper is to calculate the Hellinger integral of the distribution laws of Gaussian processes with independent increments. As an application, necessary and sufficient conditions for the equivalence of the distribution laws are derived. Furthermore estimations for the variational distance of the distribution laws are given. |
| Keywords: | Dynamic programming stochastic ordering stochastic dominance optimal policy partial information queues routing optimal routing bang-bang control bang-bang policy threshold policy submodularity convexity |