A process of orthogonalization in the Gauss space (Q1291992)
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scientific article; zbMATH DE number 1300668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A process of orthogonalization in the Gauss space |
scientific article; zbMATH DE number 1300668 |
Statements
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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