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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1982 Volume 119, Pages 154–166 (Mi znsl3992)

The absolute continuity of the functional “supremum” type for Gaussian processes.

M. A. Lifshits


Abstract: Some sufficient or necessary and sufficient conditions are given for the absolute continuity of the distribution of functional
$$ G=\sup_{t\in T}X_t, $$
where $X_t$ is a continuous Gaussian process on the compact parametric space $T$.

UDC: 519.62



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