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This paper studies the problem of equivalence of Gaussian measures induced by Gaussian random fields (GRFs) with stationary increments and proves a sufficient condition for the equivalence in terms of… Click to show full abstract
This paper studies the problem of equivalence of Gaussian measures induced by Gaussian random fields (GRFs) with stationary increments and proves a sufficient condition for the equivalence in terms of the behavior of the spectral measures at infinity. The main results extend those of Stein (2004), Van Zanten (2007, 2008) and are applicable to a rich family of nonstationary space-time models with possible anisotropy behavior.
Keywords:
stationary increments;
random fields;
equivalence;
equivalence gaussian;
gaussian random
Journal Title: Electronic Journal of Probability
Year Published: 2019
Link to full text (if available)
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Journal Title: Electronic Journal of Probability
Year Published: 2019
Link to full text (if available)
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recommendations!