Gaussian Processes and Gaussian Measures
Rajput, Balram S. ; Cambanis, Stamatis
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1944-1952 / Harvested from Project Euclid
The subject of this paper is the study of the correspondence between Gaussian processes with paths in linear function spaces and Gaussian measures on function spaces. For the function spaces $C(I), C^n\lbrack a, b\rbrack, AC\lbrack a, b\rbrack$ and $L_2(T, \mathscr{A}, \nu)$ it is shown that if a Gaussian process has paths in these spaces then it induces a Gaussian measure on them, and, conversely, that every Gaussian measure on these spaces is induced by a Gaussian process with paths in these spaces.
Publié le : 1972-12-14
Classification: 
@article{1177690865,
     author = {Rajput, Balram S. and Cambanis, Stamatis},
     title = {Gaussian Processes and Gaussian Measures},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1944-1952},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690865}
}
Rajput, Balram S.; Cambanis, Stamatis. Gaussian Processes and Gaussian Measures. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1944-1952. http://gdmltest.u-ga.fr/item/1177690865/