ON A CHARACTERIZATION OF GAUSSIAN TRANSITION OPERATORS

被引：2
|
作者：
Holevo, A. S. [1 ]
机构：
[1] Steklov Math Inst, Moscow, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2017年 / 61卷 / 04期
基金：
俄罗斯科学基金会;
关键词：
Markov operator (transition operator); Gaussian kernel; Gaussian measure;
D O I：
10.1137/S0040585X97T988435
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we give a detailed proof of the characterization of the Gaussian Markov operators mapping a set of Gaussian probability measures into itself. We also characterize the integral operators with Gaussian kernels that map the set of unnormalized Gaussian measures into itself.
引用
收藏
页码：712 / 718
页数：7
相关论文
共 50 条
12345