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Timeline for What is a Gaussian measure?

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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