A characterization of Gaussian spaces

A characterization of Gaussian subspaces of L2 is given. It is shown that Gaussian subspaces are essentially characterized by the property that all linear isometries are induced by measure-preserving transformations.

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Year of publication:	1980
Authors:	Rao, J. S. ; Robertson, James B.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 10.1980, 4, p. 599-602
Publisher:	Elsevier
Keywords:	Gaussian ergodic measure-preserving special analysis characterization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153125