Gaussian measures in Hilbert space. Construction and properties

DOI10.1002/9781119476825zbMATH Open1432.62004OpenAlexW2996908127MaRDI QIDQ5222257FDOQ5222257

Authors: A. Kukush 

Publication date: 1 April 2020

Full work available at URL: https://doi.org/10.1002/9781119476825

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Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) 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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Probabilistic measure theory (60A10)

Cited In (11)

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• Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
• Title not available (Why is that?)
• On Gaussian Measure of Balls in a Hilbert Space
• Gaussian measures in finite and infinite dimensions
• Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces
• Linear stochastic processes on networks and low rank graph limits
• Title not available (Why is that?)
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• Ulam’s Conjecture on Invariance of Measure in the Hilbert Cube

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