On the distribution of the norm for a Gaussian measure

MaRDI QIDQ796885zbMATH OpenFDO

Authors Wansoo T. Rhee

Publication date 1984

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1984__20_3_277_0, https://eudml.org/doc/77236

zbMATH Keywords

Banach spaceGaussian measure

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Geometry and structure of normed linear spaces (46B20) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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(14)

• Gaussian measures on linear spaces
• On distribution of the norm for normal random elements in the space of continuous functions
• Distribution of the norm of a Gaussian vector in a Banach space
• Uniform convexity and the distribution of the norm for a Gaussian measure
• A note on Gaussian distributions in \(\mathbb R^n\)
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• On Beckner's inequality for Gaussian measures
• Densities of distributions of homogeneous functions of Gaussian random vectors
• Remark on the distribution of the norm of a Gaussian vector in the Banach space \(c_ 0\)
• Gaussian measures on infinite-dimensional spaces
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