Translator Disclaimer
June, 1981 An Extended Dichotomy Theorem for Sequences of Pairs of Gaussian Measures
G. K. Eagleson
Ann. Probab. 9(3): 453-459 (June, 1981). DOI: 10.1214/aop/1176994417

Abstract

A dichotomy for sequences of pairs of Gaussian measures is proved. This result is then used to give a simple proof of the famous equivalence/singularity dichotomy for Gaussian processes. The proof uses tightness arguments and can be directly applied to the theory of hypothesis testing to show that two sequences of simple hypotheses which specify Gaussian measures are either contiguous or entirely separable.

Citation

Download Citation

G. K. Eagleson. "An Extended Dichotomy Theorem for Sequences of Pairs of Gaussian Measures." Ann. Probab. 9 (3) 453 - 459, June, 1981. https://doi.org/10.1214/aop/1176994417

Information

Published: June, 1981
First available in Project Euclid: 19 April 2007

zbMATH: 0462.60042
MathSciNet: MR614629
Digital Object Identifier: 10.1214/aop/1176994417

Subjects:
Primary: 60G30
Secondary: 62F03

Rights: Copyright © 1981 Institute of Mathematical Statistics

JOURNAL ARTICLE
7 PAGES


SHARE
Vol.9 • No. 3 • June, 1981
Back to Top