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).