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Gaussian functions / distributions / processes...
2
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If Gaussian measures on a Hilbert space converge weakly to 0, how do their covariance operat...
Let $X$ be a separable Banach space, and let $\theta \mapsto \mathbb P_\theta$ be a weakly-continuous family of Radon probability measures. Suppose that each $\mathbb P_\theta$ admits a mean vector $\ …