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Short Communications

Some remarks to the paper “On the densities of Gaussian measures and Wiener–Hopf's integral equations”

Yu. A. Rozanov

Moscow

Abstract: In the note we give the conditions of equivalence of two arbitrary Gaussian measures as well as the expression of the density of one of them with respect to another which were essentially obtained in [1] for the case of stationary processes with the use of the spectral representations.

Received: 01.03.1966

 English version: Theory of Probability and its Applications, 1966, 11:3, 483–485

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