Spectral conditions for equivalence of Gaussian random fields with stationary increments
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DOI: 10.1214/19-ejp270
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… read more here.
Keywords: stationary increments; random fields; equivalence; equivalence gaussian ... See more keywords