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// 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
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2025