  The H\'ajek-Feldman dichotomy establishes that two Gaussian measures are
either mutually absolutely continuous with respect to each other (and hence
there is a Radon-Nikodym density for each measure with respect to the other
one) or mutually singular. Unlike the case of finite dimensional Gaussian
measures, there are non-trivial examples of both situations when dealing with
Gaussian stochastic processes. This paper provides:
  (a) Explicit expressions for the optimal (Bayes) rule and the minimal
classification error probability in several relevant problems of supervised
binary classification of mutually absolutely continuous Gaussian processes. The
approach relies on some classical results in the theory of Reproducing Kernel
Hilbert Spaces (RKHS).
  (b) An interpretation, in terms of mutual singularity, for the "near perfect
classification" phenomenon described by Delaigle and Hall (2012). We show that
the asymptotically optimal rule proposed by these authors can be identified
with the sequence of optimal rules for an approximating sequence of
classification problems in the absolutely continuous case.
  (c) A new model-based method for variable selection in binary classification
problems, which arises in a very natural way from the explicit knowledge of the
RN-derivatives and the underlying RKHS structure. Different classifiers might
be used from the selected variables. In particular, the classical, linear
finite-dimensional Fisher rule turns out to be consistent under some standard
conditions on the underlying functional model.
