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Results tagged with fa.functional-analysis
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user 94295
Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory.
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Some integrals with respect to a Gaussian measure on a Hilbert space
Assume that $(H,\langle\cdot,\cdot\rangle)$ is a real separable Hilbert space equipped with a Gaussian measure $\mu$ with a mean $m$ and a covariance operator $C$. Let $x\in H$ be a fixed vector. What …
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