Timeline for What structure is needed to define a Gaussian distribution on a given space?
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Jul 12, 2023 at 22:11 | history | edited | Michael Hardy | CC BY-SA 4.0 |
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Mar 29, 2011 at 16:38 | history | edited | Syang Chen | CC BY-SA 2.5 |
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Mar 28, 2011 at 15:46 | comment | added | Nate Eldredge | The requirement to have a reference measure $\mu$ can be troublesome though. In particular it prevents you from using this machinery to construct Gaussian measures on Banach spaces in the senses of the answers of Tom LaGatta and Mark Meckes; by analogy with the finite dimensional case, the natural reference measure to use would be Lebesgue measure, but in infinite dimensions there is no such thing, | |
Mar 28, 2011 at 14:08 | history | edited | Syang Chen | CC BY-SA 2.5 |
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Mar 28, 2011 at 13:51 | history | answered | Syang Chen | CC BY-SA 2.5 |