著者

YOSHIHARA Ken-ichi

出版者

横浜国立大学

雑誌

横浜国立大学理科紀要. 第一類, 数学・物理学・化学 (ISSN:00858366)

巻号頁・発行日

vol.16, pp.19-32, 1970-03

---

The question concerning the equivalence of stationary Gaussian processes defined on the finite interval [0, T] was fully solved in the case where their spectral densities are rational in λ, (cf. [1], [5] and [7]). The object of this paper is to consider a criterion for the equivalence of two one-dimensional stationary Gaussian processes on [0, T] with, not necessarily rational, spectral densities (Theorem 2) : The main result is that P_ξ^T_<10> and P_ξ^T_<20> are equivalent if f_1(λ) and f_2(λ) are positive for almost all λ and if [numerical formula].