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Title: Об одном свойстве нормальных распределений произвольного стохастического процесса (Russian)
Title: On a property of normal distributions of any stochastic process (English)
Author: Hájek, Jaroslav
Language: Russian
Journal: Czechoslovak Mathematical Journal
ISSN: 0011-4642 (print)
ISSN: 1572-9141 (online)
Volume: 8
Issue: 4
Year: 1958
Pages: 610-618
Summary lang: English
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Category: math
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MSC: 60.00
idZBL: Zbl 0086.33503
idMR: MR0104290
DOI: 10.21136/CMJ.1958.100333
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Date available: 2008-06-09T13:00:28Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/100333
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Reference: [1] Cameron R. H. a Martin W. T.: The behaviour of measure and measurability under change of scale in Wiener-space.Bull. Am. Math. Soc. 53 (1947), 130-137. MR 0019259, 10.1090/S0002-9904-1947-08762-0
Reference: [2] Černý J.: O Hellingerově integrálu.(Об интеграле Хеллингера), Časopis pro pěstování matematiky 82 (1957), 24-43.
Reference: [3] Hájek J.: A property of J-divergences of marginal probability distributions.Czechosl. Math. J. 8 (83), 1958, 460-463. MR 0099712
Reference: [4] Jeffreys H.: Theory of probability.Oxford 1948. Zbl 0030.16501
Reference: [5] Kullback S., Leibler R. A.: On information and sufficiency.Ann. Math. Stat. 22 (1951), 79-86. Zbl 0042.38403, MR 0039968, 10.1214/aoms/1177729694
Reference: [6] Maruyama G.: Notes on Weiner integrals.Kodai Math. Seminar Reports No. 3, 1950.
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