Analyticity of Gaussian Measures

DOI10.1137/1127015zbMath0501.60007OpenAlexW2064458995MaRDI QIDQ3966830

Vidmantas Bentkus

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127015

zbMATH Keywords

cylindrical Gaussian measuredifferentiability and analyticity of measureHermite-Wick polynomial

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05)

Related Items (6)

Gaussian measures on linear spaces ⋮ Theorems of large deviations in the multivariate invariance principle ⋮ Differentiable measures and the Malliavin calculus ⋮ Differentiable functions defined in the spaces \(c^ 0\) and \(R_ k\) ⋮ Rate of convergence in the central limit theorem in infinite-dimensional spaces ⋮ Estimates of the rate of convergence of sums of independent random variables in a Banach space. II

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