Timeline for Central limit theorem in L^p
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 30, 2020 at 19:19 | comment | added | Dieter Kadelka | @Iosif Pinelis: Thank you! | |
| Nov 30, 2020 at 17:00 | comment | added | Iosif Pinelis | @DieterKadelka : E.g., let $X:=\sum_{j=1}^\infty G_jx_j$, where the $G_j$'s are iid standard normal random variables and the $x_j$'s are linearly independent vectors in $L^p$ such that $\sum_{j=1}^\infty \|x_j\|_p<\infty$. Then (say, by Kolmogorov's three-series theorem) $X$ will be a Gaussian random vector in $L^p$ with an infinite-dimensional support. | |
| Nov 30, 2020 at 16:46 | answer | added | Iosif Pinelis | timeline score: 3 | |
| Nov 30, 2020 at 15:33 | comment | added | Dieter Kadelka | I'm irritated. Does there exist any non trivial (support in finite dimensional subspace) Gaussian measure on $L^p$? | |
| Nov 30, 2020 at 15:11 | review | First posts | |||
| Nov 30, 2020 at 16:58 | |||||
| Nov 30, 2020 at 15:06 | history | asked | Mike | CC BY-SA 4.0 |