Timeline for Definition of infinite-dimensional Gaussian random variable
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
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| Jan 29 at 22:11 | comment | added | CBBAM | @LiviuNicolaescu Thank you. | |
| Jan 29 at 8:27 | comment | added | Liviu Nicolaescu | The default reference is Bogachev's book on Gaussian measures. It covers a lot and ir is very dense. For Gaussian measures over Banach spaces see the recent book by Strook. Gelfand's book does not go into probabilistic details but it is an ejoyable read | |
| Jan 28 at 9:25 | comment | added | CBBAM | @LiviuNicolaescu Apologies for commenting on an older post but I came across this question as I am studying Gaussian measures (especially on infinite dimensional spaces and for applications to QFT). How is Gelfand's book for learning about this topic? Is it in anyway out of date or are there better resources? | |
| Nov 2, 2021 at 7:25 | comment | added | Liviu Nicolaescu | Yes, indeed the Radon condition olays an imoortant role in this story. | |
| Nov 1, 2021 at 22:02 | comment | added | Martin Hairer | Just for reference, the mean $m$ lands in $V$ as soon as $\mu$ is Radon and $V$ is locally convex, see Thm 3.2.3 in Bogachev's 'Gaussian Measures' book. | |
| Nov 1, 2021 at 15:51 | vote | accept | null | ||
| Nov 1, 2021 at 9:24 | history | edited | Liviu Nicolaescu | CC BY-SA 4.0 |
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| Oct 31, 2021 at 19:38 | history | edited | Liviu Nicolaescu | CC BY-SA 4.0 |
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| Oct 31, 2021 at 15:47 | history | edited | Liviu Nicolaescu | CC BY-SA 4.0 |
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| Oct 31, 2021 at 14:56 | history | answered | Liviu Nicolaescu | CC BY-SA 4.0 |