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Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at …

In white noise analysis, one starts with a real Gelfand triple $\mathcal{N}\subset \mathcal{H} \subset \mathcal{N}^{*}$ and produces out of it, using complexifications along the way, the complex spa …

In Bogachev's book "Gaussian Measures" (Example 3.8.13) sufficient conditions for the (uniform) tightness of a sequence of centered Borel Gaussian probability measures on a separable Hilbert spaces in …

Consider a centered Gaussian random field on $\mathbb{R}^n$ with continuous covariance and a.s. continuous sample paths. What is known about the growth of the sample paths at infinity of such a random …

This paper provides general results on the smoothness of sample paths of second order random fields. In particular, if the covariance is $C^k$ near the diagonal, the sample paths a.s lie in the local …

I have questions about the integral $$F(a,b,c)=\sqrt{\frac{a}{\pi}}\int_{0}^{\infty}e^{-bx^4+cx^3-ax^2}dx$$ for $a,b,c>0$. What is the asymptotic behavior of $F(a,b,c)$ for small $a,b,c$? In particu …