Gaussian Measurable Dual and Bochner's Theorem
Sato, Hiroshi
Ann. Probab., Tome 9 (1981) no. 6, p. 656-662 / Harvested from Project Euclid
Let $E$ be a locally convex Hausdorff linear topological space, $E'$ be the topological dual of $E$ and $\gamma$ be a nondegenerate, centered Gaussian-Radon measure on $E$. Then every nonnegative definite continuous functional on $E$ is the characteristic functional of a Borel probability measure on $E^\gamma$, the closure of $E'$ in $L_0(\gamma)$. In other words, identifying $E^\gamma$ with the reproducing kernel Hilbert space $\mathscr{H}_\gamma$ of $\gamma$, we may say that for every continuous nonnegative definite function $f$ on $E$ there exists a Borel probability $\mu$ on $\mathscr{H}_\gamma$ such that $f$ is the characteristic functional of $\mu$.
Publié le : 1981-08-14
Classification:  Measurable dual,  Bochner's theorem,  Gaussian-Radon measure,  characteristic functional,  60E10,  28C20,  60B11
@article{1176994371,
     author = {Sato, Hiroshi},
     title = {Gaussian Measurable Dual and Bochner's Theorem},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 656-662},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994371}
}
Sato, Hiroshi. Gaussian Measurable Dual and Bochner's Theorem. Ann. Probab., Tome 9 (1981) no. 6, pp.  656-662. http://gdmltest.u-ga.fr/item/1176994371/