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2019 Spectral conditions for equivalence of Gaussian random fields with stationary increments
Abolfazl Safikhani, Yimin Xiao
Electron. J. Probab. 24(none): 1-19 (2019). DOI: 10.1214/19-EJP270

Abstract

This paper studies the problem of equivalence of Gaussian measures induced by Gaussian random fields (GRFs) with stationary increments and proves a sufficient condition for the equivalence in terms of the behavior of the spectral measures at infinity. The main results extend those of Stein (2004), Van Zanten (2007, 2008) and are applicable to a rich family of nonstationary space-time models with possible anisotropy behavior.

Citation

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Abolfazl Safikhani. Yimin Xiao. "Spectral conditions for equivalence of Gaussian random fields with stationary increments." Electron. J. Probab. 24 1 - 19, 2019. https://doi.org/10.1214/19-EJP270

Information

Received: 21 July 2018; Accepted: 22 January 2019; Published: 2019
First available in Project Euclid: 15 February 2019

zbMATH: 1412.60074
MathSciNet: MR3916328
Digital Object Identifier: 10.1214/19-EJP270

Subjects:
Primary: 60G60
Secondary: 62H11

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