A Gaussian Measure on $l^\infty$
Fremlin, D. H. ; Talagrand, M.
Ann. Probab., Tome 8 (1980) no. 6, p. 1192-1193 / Harvested from Project Euclid
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We give an example of a Gaussian measure on the $\sigma$-algebra of $l^\infty$ generated by all the continuous linear functionals on $l^\infty$, which is not a Radon measure.
Publié le : 1980-12-14
Classification:  Gaussian measure,  Banach space,  69G15,  29A40 
@article{1176994583,
     author = {Fremlin, D. H. and Talagrand, M.},
     title = {A Gaussian Measure on $l^\infty$},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 1192-1193},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994583}
}

Fremlin, D. H.; Talagrand, M. A Gaussian Measure on $l^\infty$. Ann. Probab., Tome 8 (1980) no. 6, pp.  1192-1193. http://gdmltest.u-ga.fr/item/1176994583/