Gaussian random operators in Banach spaces

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This paper which is a continuation of our paper Probab. Math. Stat. 8, 155-167 (1987; Zbl 0648.60009), is devoted to the study of Gaussian random operators in Banach spaces. We introduce the definition of covariance operator of Gaussian random operators. This definition extends the notion of covariance operator of Gaussian cylindrical random variables. Theorem 2.4 gives a necessary and sufficient condition for an operator to be the covariance operator of some Gaussian random operator. We focus on the problem of \(\pi_ p\)-decomposability \((0<p\leq \infty)\) of Gaussian random operators in Section 3. We present conditions for \(\pi_ p\)-decomposability of a Gaussian random operator in terms of its covariance operator, which may be considered as an extension of \textit{S. A. Chobanjan} and \textit{V. I. Tarieladze}'s results [J. Multivariate Anal. 7, 183-203 (1977; Zbl 0362.60054)] for Gaussian cylindrical measures.












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