Equivalence and Singularity of Gaussian Measures on the Conic Sigma-Field |
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| Authors: | V A Rovski V N Sudakov |
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| Institution: | (1) St.Petersburg State University, Russia;(2) St.Petersburg Department of the, Steklov Mathematical Institute, Russia |
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| Abstract: | The alternative: equivalence-singularity on the conic sigma-field is established for a pair of centered Gaussian distributions and a corresponding criterion is given. The behavior of the logarithmic variation is established for the Radon–Nikodym derivative on the conic sigma-subfield. Bibliography: 6 titles. |
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