Accession Number : AD0748769
Title : On the Equivalence of Gaussian Measures Related to Banach Space-Valued Processes.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Kuelbs,J. ; Salehi,H.
Report Date : JUL 1972
Pagination or Media Count : 29
Abstract : Using the theory of operator-valued reproducing kernels a necessary and sufficient condition for equivalence or singularity of two Gaussian measures corresponding to a Banach space-valued stochastic processes is given. The characterization is in terms of operator-valued covariance kernels associated with these measures. The result is applied to the Wiener process with a Banach state space and an infinite dimensional extension of a result of Shepp is obtained. (Author)
Descriptors : (*FUNCTIONAL ANALYSIS, *MEASURE THEORY), BANACH SPACE, STOCHASTIC PROCESSES, HILBERT SPACE, OPERATORS(MATHEMATICS), THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE