Spectral Conditions for Equivalence of Gaussian Random Fields with Stationary Increments

Abolfazl Safikhani; Yimin Xiao

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arXiv · 1806.04181

Spectral Conditions for Equivalence of Gaussian Random Fields with Stationary Increments

Abolfazl Safikhani·Yimin Xiao

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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.

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BibTeX RIS

Abolfazl Safikhani, Yimin Xiao. 2018-06-11. Spectral Conditions for Equivalence of Gaussian Random Fields with Stationary Increments. https://arxiv.org/abs/1806.04181

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