Singularity of Gaussian measures in function spaces with factorable covariance functions
J. Yeh · Pacific Journal of Mathematics · 1969
Singularity of Gaussian measures fh and μ z on the function space R D of real valued functions x(t) on an arbitrary interval D with factorable covariance functions r z (s, t), i.e., n(s, t) -Ui(s)Vi(t) for s t, i = 1, 2, is treated.Local conditions on the factor functions u τ (t) and v x (t) which insure the singularity of μ γ and μ 2 are given.