Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators

David Bolin, Kristin Kirchner

We consider Gaussian measures $\mu ,\tilde{\mu }$ on a separable Hilbert space, with fractional-order covariance operators $A^{-2\beta }$ resp. ${\tilde{A}}^{-2\tilde{\beta }}$, and derive necessary an…