A process of orthogonalization in the Gauss space (Q1291992)

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scientific article; zbMATH DE number 1300668
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A process of orthogonalization in the Gauss space
scientific article; zbMATH DE number 1300668

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    A process of orthogonalization in the Gauss space (English)
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    13 July 1999
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    A group of orthogonal operators is considered which transforms a given family of Gaussian random variables into a family independent of another given Gaussian family. A way to study distributions of suprema for such families is proposed.
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    orthogonal operator
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    Gaussian measure
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    Gaussian probability space
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    Hilbert space
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