SubGaussian random variables in Hilbert spaces (Q1378835)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SubGaussian random variables in Hilbert spaces |
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SubGaussian random variables in Hilbert spaces (English)
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20 July 1998
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Three different definitions of sub-Gaussianity of the random elements with values in a separable Hilbert space are proposed, each of them is a natural generalization and extension of a known notion of sub-Gaussianity for the finite-dimensional case. Conditions of sub-Gaussianity of the random element and relations between the given definitions are studied and determined.
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sub-Gaussian random variables in Hilbert spaces
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Gaussian vector
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covariance operator
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