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].

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こんな論文どうですか? A Criterion for the Equivalence of two Stationary Gaussian Processes w,1970 http://ci.nii.ac.jp/naid/110006459554
こんな論文どうですか? A Criterion for the Equivalence of two Stationary Gaussian Processes w,1970 http://ci.nii.ac.jp/naid/110006459554

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