Timeline for Equivalence of Gaussian measures on Hilbert space
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| S Jun 24, 2014 at 9:00 | history | suggested | user53215 |
This is clearly a question involving 2 Gaussian measures(Also, I asked this question)
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| Jun 24, 2014 at 8:47 | review | Suggested edits | |||
| S Jun 24, 2014 at 9:00 | |||||
| Apr 16, 2014 at 13:09 | comment | added | user47295 | I meant N(0,R'SR). | |
| Apr 8, 2014 at 6:19 | comment | added | user47295 | Both Gaussians are non degenerate(just made the edit). @nate yes, I mean an operator R which permutes eigenvectors of S and the resulting Gaussian is N(0,SR). | |
| Apr 8, 2014 at 6:09 | history | edited | user47295 | CC BY-SA 3.0 |
added 14 characters in body
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| Apr 8, 2014 at 3:33 | comment | added | Nate Eldredge | By "permutation" do you mean an operator that permutes the eigenvectors of S? | |
| Apr 8, 2014 at 3:08 | comment | added | Martin Hairer | I am not sure I really understand the question (what do you mean by "permutation of set of eigenpairs"?), but the kind of example you might want to keep in mind is where $H = R^2$ and the two matrices $S$ and $T$ are of rank $1$, but with different eigenvectors. | |
| Apr 8, 2014 at 1:28 | history | asked | user47295 | CC BY-SA 3.0 |