论文信息 - Absolute continuity of functionals of “supremum” type for Gaussian processes

Absolute continuity of functionals of “supremum” type for Gaussian processes

In the paper one gives certain sufficient or necessary and sufficient conditions for the absolute continuity of the functional where Xt is a continuous Gaussian process on a compact parameter space T.

Mikhail Lifshits

[1] C. Borell. Convex measures on locally convex spaces , 1974 .

[2] N. Ylvisaker. The Expected Number of Zeros of a Stationary Gaussian Process , 1965 .

[3] Richard M. Dudley,et al. Sample Functions of the Gaussian Process , 1973 .

[4] V. Sudakov,et al. Extremal properties of half-spaces for spherically invariant measures , 1978 .