ion is not needed. Inverse problems 531 Theorem 6.13. Two Gaussian measures μi = N (mi, Ci), i = 1, 2, on a Hilbert space H are either singular or equivalent. They are equivalent if and only if the following three conditions hold: (i) Im(C 1 ) = Im(C 1/2 2 ) := E, (ii) m1 −m2 ∈ E, (iii) the operator T := ( C−1/2 1 C 1/2 2 )( C−1/2 1 C 1/2 2 )∗ − I is Hilbert–Schmidt in E. In particular, choosin...