Hilbert Space;
Probability Measure;
Orthonormal Basis;
Product Measure;
Gaussian Measure;
D O I:
暂无
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摘要:
We study the notion of finite absolute continuity for measures on infinite-dimensional spaces. For Gaussian product measures on \documentclass[12pt]{minimal}
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\begin{document}$\mathbb{R}^{\infty}$\end{document} and Gaussian measures on a Hilbert space, we establish criteria for finite absolute continuity. We consider cases where the condition of finite absolute continuity of Gaussian measures is equivalent to the condition of their equivalence.
机构:
RIKEN, Ctr Adv Intelligence Project, Chuo Ku, 1-4-1 Nihonbashi, Tokyo 1030027, JapanRIKEN, Ctr Adv Intelligence Project, Chuo Ku, 1-4-1 Nihonbashi, Tokyo 1030027, Japan