Title:
|
Об одном свойстве нормальных распределений произвольного стохастического процесса (Russian) |
Title:
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On a property of normal distributions of any stochastic process (English) |
Author:
|
Hájek, Jaroslav |
Language:
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Russian |
Journal:
|
Czechoslovak Mathematical Journal |
ISSN:
|
0011-4642 (print) |
ISSN:
|
1572-9141 (online) |
Volume:
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8 |
Issue:
|
4 |
Year:
|
1958 |
Pages:
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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 |
. |
Date available:
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2008-06-09T13:00:28Z |
Last updated:
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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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