Kybernetika 35 no. 3, 333-352, 1999

The Rényi distances of Gaussian measures

Jiří Michálek


The author in the paper evaluates the Rényi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the Rényi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.