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2 votes
0 answers
88 views

Dependence and $L^2$ projections of functions

tl;dr: Is it possible that the best approximation to a nonnegative function of three variables with a bivariate function is no better than the best univariate function? Let $w$ be a density on $\...
1 vote
1 answer
161 views

The space of linear operators between Hilbert spaces has martingale type 2

I am trying to prove whether the space $L(H,K)$ has martingale type 2 for Hilbert spaces $H,K$. It is known that Hilbert spaces have martingale type 2, so I was wondering whether the space of bounded ...
3 votes
1 answer
1k views

If $H$ is a separable Hilbert space, is its dual dense in $L^2(H)$?

Let $H$ be an infinite-dimensional, separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$. Let $H^*$ denote the space ...
5 votes
2 answers
898 views

Density of Gaussian measures on Banach spaces

I am trying to get my head around this question and was reading (1) which states the same a little bit more general: Let $X$ be a separable Banach space and $X^*$ the dual space. The mean value $...
7 votes
1 answer
1k views

If $H$ is a separable Hilbert space, is $L^2(H)$ separable?

Let $H$ be a separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$. Is the Hilbert space $L^2(H,\gamma)$ separable?