Spectral Conditions for Equivalence of Gaussian Random Fields with Stationary Increments
Probability
2018-06-13 v1
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.
Keywords
Cite
@article{arxiv.1806.04181,
title = {Spectral Conditions for Equivalence of Gaussian Random Fields with Stationary Increments},
author = {Abolfazl Safikhani and Yimin Xiao},
journal= {arXiv preprint arXiv:1806.04181},
year = {2018}
}