Analyticity of Gaussian Measures

DOI10.1137/1127015MaRDI QIDQ3966830zbMATH OpenOpenAlexFDO

Authors Vidmantas Bentkus

Publication date 1982

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1127015

zbMATH Keywords

cylindrical Gaussian measuredifferentiability and analyticity of measureHermite-Wick polynomial

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Gaussian processes (60G15)

Cited in

(6)

• Rate of convergence in the central limit theorem in infinite-dimensional spaces
• Estimates of the rate of convergence of sums of independent random variables in a Banach space. II
• Theorems of large deviations in the multivariate invariance principle
• Differentiable measures and the Malliavin calculus
• Gaussian measures on linear spaces
• Differentiable functions defined in the spaces \(c^ 0\) and \(R_ k\)

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