Timeline for What is a Gaussian measure?
Current License: CC BY-SA 3.0
9 events
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Oct 8, 2023 at 14:45 | history | edited | Friedrich Knop |
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Apr 18, 2013 at 4:28 | vote | accept | Tom LaGatta | ||
Apr 16, 2013 at 20:45 | answer | added | George Lowther | timeline score: 13 | |
Apr 16, 2013 at 15:19 | history | edited | Tom LaGatta | CC BY-SA 3.0 |
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Mar 4, 2013 at 14:41 | comment | added | Abdelmalek Abdesselam | you can define being Gaussian by saying the moments are given by the Isserlis-Wick's theorem or the log-moment generating function is quadratic. | |
Mar 4, 2013 at 10:41 | answer | added | Liviu Nicolaescu | timeline score: 13 | |
Mar 4, 2013 at 0:06 | comment | added | Suvrit | +1: Very nice question Tom! I've always been a little dissatisfied with this projection based description. | |
Mar 3, 2013 at 23:10 | comment | added | Adrien Hardy | Hi Tom. At least for a real Banach space $X$, one may define a Gaussian measure $\gamma$ on $X$ by duality, that is a measure such that for any $f\in X^*$, $f_*\gamma$ is a (real) Gaussian measure. Maybe it does not help to much, but my point is that, for me, this is more about duality than projections. (see e.g. en.wikipedia.org/wiki/Abstract_Wiener_space) | |
Mar 3, 2013 at 21:40 | history | asked | Tom LaGatta | CC BY-SA 3.0 |