Feldman–Hájek theorem
id:
feldman-h-jek-theorem-196-13475591
title:
Feldman–Hájek theorem
text:
In probability theory, the Feldman–Hájek theorem or Feldman–Hájek dichotomy is a fundamental result in the theory of Gaussian measures. It states that two Gaussian measures μ and ν on a locally convex space X are either equivalent measures or else mutually singular: there is no possibility of an intermediate situation in which, for example, μ has a density with respect to ν but not vice versa. In the special case that X is a Hilbert space, it is possible to give an explicit description of the ci
brand slug:
wiki
category slug:
encyclopedia
description:
Theory in probability theory
original url:
https://en.wikipedia.org/wiki/Feldman%E2%80%93H%C3%A1jek_theorem
date created:
date modified:
2023-10-05T04:12:08Z
main entity:
{"identifier":"Q60794154","url":"https://www.wikidata.org/entity/Q60794154"}
image:
fields total:
13
integrity:
14