V. A. Rovsky, V. N. Sudakov, “Equivalence and singularity of Gaussian measures on the conic sigma-subfield”, Zap. Nauchn. Sem. POMI, 2001, Volume 278,Pages <nobr>187

Equivalence and singularity of Gaussian measures on the conic sigma-subfield

V. A. Rovsky^a, V. N. Sudakov^b

^a Saint-Petersburg State University
^b St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

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. Behavior of the logarithmic variation is established for the Radon–Nikodym derivative on the conic sigma-subfield.

UDC: 519.2

Received: 15.12.2000