Random Vectors with Values in Complex Hilbert Spaces

DOI10.1137/TPRBAU000041000001000116000001zbMath0888.60006MaRDI QIDQ4350387

N. P. Kandelaki, Nicholas N. Vakhania

Publication date: 30 September 1997

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

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97506

zbMATH Keywords

Schoenberg measurescomplex Gaussian random variableelliptically contoured measuresproper decompositionalmost sure orthogonality of random vectorsGaussian random vector in narrow and wide senseproper random vectorrandom vector in a complex Hilbert space

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

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