Distribution of the norm of a Gaussian vector in a Banach space (Q1063924)
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scientific article; zbMATH DE number 3917323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the norm of a Gaussian vector in a Banach space |
scientific article; zbMATH DE number 3917323 |
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Distribution of the norm of a Gaussian vector in a Banach space (English)
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1984
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In the paper an example of a \(c_ 0\)-valued mean zero Gaussian random vector \(\eta\), such that the distribution function of \(\| \eta \|\) does not satisfy a Lipschitz condition with exponent \(\alpha\in (1/2,1]\), is constructed.
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Gaussian random vector
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distribution function
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0.7984033823013306
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