Gaussian measures in Hilbert space. Construction and properties
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Probabilistic measure theory (60A10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Foundations and philosophical topics in statistics (62A01)
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- Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
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- Gaussian measures in finite and infinite dimensions
- Ulam’s Conjecture on Invariance of Measure in the Hilbert Cube
- Linear stochastic processes on networks and low rank graph limits
- A Fourier representation of kernel Stein discrepancy with application to goodness-of-fit tests for measures on infinite dimensional Hilbert spaces
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