scientific article; zbMATH DE number 4138834

MaRDI QIDQ3471250zbMATH OpenFDO

Authors Hi Ja Song

Publication date 1989

zbMATH Keywords

covariance matrix of a Gaussian measureGaussian measures on the Lorentz sequence space

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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