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Results tagged with pr.probability
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user 18936
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
6
votes
1
answer
563
views
Bochner-Minlos for moment-generating functions?
It is well-known that the Bochner-Minlos theorem characterises measures on duals of nuclear spaces by their characteristic functions. Is there a similar version for moment-generating functions?
I have …
- 651
0
votes
0
answers
22
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Directions of differentiability of log-concave measures with infinite-dimensional support
I recently came across the very nice review "Differentiable Measures and the Malliavin Calculus" by Bogachev (1997) which begins by discussing measures $\mu$ on locally convex spaces $X$ with the prop …
- 651