论文信息 - DISCRIMINATION OF GAUSSIAN PROCESSES

DISCRIMINATION OF GAUSSIAN PROCESSES

Equivalence and orthogonality properties of Gaussian processes are studied in a general context and the results applied to the study of Gaussian measures on real Hilbert spaces. Expressions for the likelihood ratios of two equivalent Gaussian measures on a real separable Hilbert space are derived and the conditions under which their logarithms are quadratic forms are precisely determined.

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