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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On a characterization of Gaussian transition operators
A. S. Holevo Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
In this paper we give a detailed proof of the characterization of the Gaussian Markov operators mapping a set of Gaussian probability measures into itself. We also characterize the integral operators with Gaussian kernels that map the set of unnormalized Gaussian measures into itself.
Keywords:
Markov operator (transition operator), Gaussian kernel, Gaussian measure.
Received: 28.10.2015
Citation:
A. S. Holevo, “On a characterization of Gaussian transition operators”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 830–837; Theory Probab. Appl., 61:4 (2017), 715–718
Linking options:
https://www.mathnet.ru/eng/tvp5089https://doi.org/10.4213/tvp5089 https://www.mathnet.ru/eng/tvp/v61/i4/p830
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