Previous article Next article On the Densities of Gaussian Distributions and Wiener-Hopf Integral EquationsYu. A. RozanovYu. A. Rozanovhttps://doi.org/10.1137/1111012PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Yu. A. Rozanov, On probability measures in functional spaces corresponding to stationary gaussian processes, Theory Prob. Applications, 9 (1964), 404–420, (English translation.) 10.1137/1109057 LinkGoogle Scholar[2] V. F. Pisarenko and , Yu. A. Rozanov, On certain problems for stationary processes leading to integral equations related to Wiener-Hopf equations, Problemy Peredači Informacii No., 14 (1963), 113–135, (In Russian.) MR0192564 Google Scholar[3] Yu. A. Rozanov, On the problem of equivalence of probability measures corresponding to stationary gaussian processes, Theory Prob. Applications, 8 (1963), 223–231, (English translation.) 10.1137/1108027 0126.13703 LinkGoogle Scholar[4] Jacob Feldman, Some classes of equivalent Gaussian processes on an interval, Pacific J. Math., 10 (1960), 1211–1220 MR0133864 0097.33802 CrossrefGoogle Scholar[5] Yaroslav Gaek, On a property of normal distribution of any stochastic process, Czechoslovak Math. J., 8 (83) (1958), 610–618, (In Russian.) MR0104290 Google Scholar[6] Yu. A. Rozanov, On the density of one Gaussian measure with respect to another, Theory Prob. Applications, 8 (1962), 82–87, (English translation.) 10.1137/1107006 0114.34102 LinkGoogle Scholar[7] V. F. Pisarenko, On the computation of the likelihood ratio for gaussian processes with a rational spectrum, Theory Prob. Applications, 10 (1965), 299–303, (English translation.) 10.1137/1110034 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails A Collection of ExamplesReproducing Kernel Hilbert Spaces in Probability and Statistics | 1 Jan 2004 Cross Ref Some Bounds for the Probabilities of Events Generated by Gaussian Processes and Fields, and Applications to Problems of Level CrossingsT. L. MalevicTheory of Probability & Its Applications, Vol. 19, No. 1 | 28 July 2006AbstractPDF (848 KB)Equivalence and Radon-Nikodym derivatives of Gaussian measuresJournal of Mathematical Analysis and Applications, Vol. 37, No. 1 | 1 Jan 1972 Cross Ref On the Asymptotic Efficiency of Least-Squares Estimates of Regression CoefficientsT. L. MalevichTheory of Probability & Its Applications, Vol. 14, No. 1 | 17 July 2006AbstractPDF (234 KB)Some Remarks on the Paper “on Gaussian Distribution Densities and Wiener-Hopf Integral Equations”Yu. A. RozanovTheory of Probability & Its Applications, Vol. 11, No. 3 | 17 July 2006AbstractPDF (245 KB) Volume 11, Issue 1| 1966Theory of Probability & Its Applications1-190 History Submitted:16 September 1965Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1111012Article page range:pp. 152-160ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics