A NOTE ON GAUSSIAN MEASURES IN A BANACH SPACE

2016 ◽  
pp. 179-180
Author(s):  
Anatolii V. Skorokhod
Keyword(s):  
Banach Space ◽  
Gaussian Measures

scholarly journals The Topological Support of Gaussian Measure in Banach Space

1975 ◽  
Vol 57 ◽  
pp. 59-63 ◽  
Author(s):  
N. N. Vakhania
Keyword(s):  
Banach Space ◽  
Probability Measure ◽  
Gaussian Measure ◽  
Separable Banach Space ◽  
Covariance Operator ◽  
Probability Measures ◽  
Gaussian Measures ◽  
Linear Spaces

The main result of the present paper is the theorem 1, which describes the topological support of an arbitrary Gaussian measure in a separable Banach space. This theorem will be proved after some discussion of the notion of support itself. But we begin with the reminder of the notion of covariance operator of a probability measure. This notion has a great importance not only for the description of support of Gaussian measures but also for the study of other problems in the theory of probability measures in linear spaces (c.f. [1], [2]).

Gaussian Measures on a Banach Space

2012 ◽  
pp. 299-366
Author(s):  
Daniel W. Stroock
Keyword(s):  
Banach Space ◽  
Gaussian Measures

scholarly journals Gaussian measures on a Banach space

1970 ◽  
Vol 5 (3) ◽  
pp. 354-367 ◽  
Author(s):  
J Kuelbs
Keyword(s):  
Banach Space ◽  
Gaussian Measures

A Note on Gaussian Measures in a Banach Space

1970 ◽  
Vol 15 (3) ◽  
pp. 508-508 ◽  
Author(s):  
A. V. Skorokhod
Keyword(s):  
Banach Space ◽  
Gaussian Measures
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