All Questions
1 question
6
votes
1
answer
170
views
Probabilities of small balls with convergent center points under Gaussian measure
I'm in the following situation:
Consider a centred Gaussian measure $\mu_0$ on a separable Hilbert space $X$ with covariance operator $Q \in \mathcal{L}(X)$ (positive definite, self-adjoint, trace ...
- 61