Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative

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Bibliographic Details
Published inThe Annals of mathematical statistics Vol. 38; no. 4; pp. 1027 - 1030
Main Author Varberg, Dale E.
Format Journal Article
LanguageEnglish
Published Institute of Mathematical Statistics 01.08.1967
The Institute of Mathematical Statistics
Subjects
Covariance
Mathematical functions
Research grants
Series convergence
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ISSN:0003-4851
2168-8990
DOI:10.1214/aoms/1177698770