Even in finite dimensions this definition is more convenient since it is  independent of coordinates.  If you are interested  in geometric applications this is what you need.

This definition  has the advantage that  clarifies the nature of the the various invariants. Here are some more details.

 A Gaussian measure on a a topological  vector space is a Borel measure $\mu$ such that  any continuous linear functional $\newcommand{\bR}{\mathbb{R}}$  $\newcommand{\bE}{\mathbb{E}}$$\newcommand{\bC}{\mathbb{C}}$ $\xi: V\to\bR$, viewed as a random variable has a Gaussian distribution.  The Gaussian measures on $\bR$ are characterized by their mean and variance.  Denote by $m(\xi)$ and   respectively $V(\xi)$ the  mean  and respectively variance of $\xi$.   Observe that   the map
$$
m:V^*\to\bR,\;\; \xi \mapsto   m(\xi)\in \bR
$$
is linear so it naturally lives in $V^{**}$, the bidual  of $V$. With a bit of luck $m$ lands in $V\subset V^{**}$. This explains why in many applications some form of reflexivity is assumed about $V$.

As  for the variance $V(-)$,  note that it is defined  by the covariance form
$$
C: V^*\times V^*\to \bR,\;\;C(\xi,\eta)=\bE\big[\big(\,\xi-m(\xi)\,\big)\big(\,\eta-m(\eta)\,\big)\big].
$$
 The covariance  form is a symmetric  nonnegative definite form again on the dual  $V^*$ and $V(\xi)=C(\xi,\xi)$.

The Fourier transform (a.k.a. the  characteristic function) is then the function $\newcommand{\ii}{\boldsymbol{i}}$
$$
\widehat{\mu}:V^*\to\bC,\;\;\widehat{\mu}(\xi)= \bE_\mu\big[ e^{\ii \xi}\,\big]=\int_V e^{\ii \xi(v)} \mu[dv].
$$
The characteristic function $f_\xi$ of $\xi$ is
$$
f_\xi(t)= \widehat{\mu}(t\xi),\;\;t\in\bR.
$$
The book *Gaussian measures* by V. Bogachev  adopts this point and it is worth consulting it. One source that I like very much is the fourth volume  of the treatise on generalized functions by Gelfand 

> I. M. Gelfand, N.Ya. Vilenkin: *Generalized Functions. Volume 4. Applications of harmonic Analysis*.

If $V$ is finite dimensional  then for any $m\in V^{**}$  and $C$ symmetric nonnegative definite form on $V^*$ there exists a unique  Gaussian measure with mean $m$ and covariance form $C$. This is no longer universally true in infinite dimensions.  This a rather subtle   issue.  Things work out nicely if $V$ is the dual of nuclear space, for example if $V=C^{-\infty}(\bR^n)$ the dual of $C^\infty_0(
\bR^n)$.