Characteristic functional of a quadratic form in Gaussian elements in a Hilbert algebra

DOI10.1007/BF01058484MaRDI QIDQ1088262zbMATH OpenFDO

Authors B. George

Publication date 1986

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01058484

zbMATH Keywords

characteristic functionalnuclear operatorquadratic form in Gaussian random elementsreal separable Hilbert algebra with involution

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05)

Review text

A generalization of the theorem of \textit{I. A. Ibragimov} [Teor. Veroyatn. Primen. 8, 391-430 (1963; Zbl 0137.129)] on the distribution of a quadratic form of a Gaussian random element is obtained for the case of a real separable Hilbert algebra with involution. The expression of the characteristic functional of this distribution is given.

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