Gaussian measures on Orlicz spaces and abstract Wiener spaces
Gaussian measures on some non-Banach spaces of measurable functions are investigated. The main result is that every Gaussian measure on a separable Orlicz space L[phi] is an extension of the canonical cylindrical Gaussian distribution on the RKHS. As an application we obtain some results concerning the support of Gaussian measures on L[phi] as well as the law of the iterated logarithm for sequences of i.i.d. Gaussian random elements with values in L[phi].
Year of publication: |
1986
|
---|---|
Authors: | Lawniczak, Anna T. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 1, p. 162-182
|
Publisher: |
Elsevier |
Saved in:
Saved in favorites
Similar items by person
-
Estimating major risk factor relativities in rate filings using generalized linear models
Xie, Shengkun, (2018)
-
Performance of data networks with random links
FukÅ›, Henryk, (1999)
-
Estimating major risk factor relativities in rate filings using generalized linear models
Xie, Shengkun, (2018)
- More ...