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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1982 Volume 119, Pages 167–173 (Mi znsl3993)

Distribution of functionals on finitedimensional spaces and distributions of Gaussian sample functions.

S. B. Makarova


Abstract: Every (probability) measure on parametric set $T$ of a random process $\xi_t$ defines a probalility distribution on the set of one-dimentional distributions $P_f$ of the process. This distribution is investigated for Gaussian process $\xi_t$, sufficient condition fоr the inequality $Ex(P_f, \bar P)\leqslant C$ to bold for some $\bar P$ being obtained ($x$-th Kantorovich distance).

UDC: 519.2



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