Zap. Nauchn. Sem. LOMI, 1988 Volume 166,Pages 164–166(Mi znsl5557)
The condition of mutual absolute continuity of two Gaussian measures corresponding to a stationary process and asymptotic behaviour of the reproducing kernel
Abstract:
We give some result about asymptotic behaviour of a reproducing
kernel in the Hilbert space of entire functions and deduce
from this result a condition of mutual absolute continuity of
Gaussian measures.
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