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Find larger space such that identity covariance is trace class

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#functional-analysis #stochastic-processes #stochastic-analysis #gaussian-measure
102
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Integration over a finite-dimensional subspace of Hilbert space

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#integration #functional-analysis #hilbert-spaces #gaussian-integral #gaussian-measure
28
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construction of Gaussian measure with a given mean function and covariance kernel

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#reference-request #gaussian-measure
104
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How to obtain the probability that a gaussian variable is strictly positive?

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#probability #normal-distribution #gaussian-integral #gaussian-measure
210
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Proof for gaussian random variables

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#probability #probability-theory #random-variables #normal-distribution #gaussian-measure
44
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Existence of measure with given Fourier transform

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#functional-analysis #fourier-transform #locally-convex-spaces #gaussian-measure
115
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Help me understand this proof of "the covariance of a Gaussian measure is trace-class"

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#stochastic-analysis #gaussian-measure
82
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Covariance matrix of an anisotropic normalized Gaussian random vector

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#probability #random-variables #normal-distribution #covariance #gaussian-measure
35
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A Gaussian measure on $\mathcal{E}'(S^1)$ by Minlos Theorem and its value for $L^2(S^1)$

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#real-analysis #functional-analysis #gaussian-integral #gaussian-measure
81
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Determine the sign of Gaussian curvature

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#geometry #differential-geometry #curvature #gaussian-measure
91
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Path integral formalization using measure-based integration and equivalence with limit-based definitions

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#measure-theory #lebesgue-integral #mathematical-physics #gaussian-measure
111
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Why are Gaussian measures seen as the standard measure for infinite dimensional spaces?

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#probability-theory #normal-distribution #gaussian-measure
53
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Is the linear combination of Gaussian processes also a Gaussian process?

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#stochastic-processes #normal-distribution #stochastic-calculus #gaussian-measure
20
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Existence of Gaussian measures on separable Banach space

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#measure-theory #gaussian-measure
22
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Confused with the construction of cylindrical set measures - abstract Wiener space

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#measure-theory #hilbert-spaces #wiener-measure #gaussian-measure

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