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Sep 28, 2010 at 14:26 vote accept RadonNikodym
Aug 25, 2010 at 6:39 answer added Attar Reda timeline score: 3
Aug 23, 2010 at 5:41 answer added Andreas Thom timeline score: 8
Aug 23, 2010 at 0:04 comment added Mark Meckes Good point, I didn't pay close attention to the title.
Aug 23, 2010 at 0:00 comment added Peter Shor Look at the title of this question. I address both "the" Gaussian measure and "a" Gaussian measure in my answer.
Aug 22, 2010 at 23:48 comment added Mark Meckes I note that the OP only says that $\mu$ is supposed to be a Gaussian measure on $X$, which is a perfectly well-defined notion; but the answers so fare are written as if the OP asked about the Gaussian measure, which is not. Of course, the answer to this will depend on the mean and covariance of $\mu$.
Aug 22, 2010 at 23:22 answer added Peter Shor timeline score: 11
Aug 22, 2010 at 22:08 answer added Richard Borcherds timeline score: 6
Aug 22, 2010 at 21:57 history edited RadonNikodym CC BY-SA 2.5
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Aug 22, 2010 at 21:52 history asked RadonNikodym CC BY-SA 2.5