Karhunen–Loève decomposition of Gaussian measures on Banach spaces

DOI10.19195/0208-4147.39.2.3zbMath1434.60013arXiv1704.01448OpenAlexW2606547093MaRDI QIDQ5109845

Xavier Bay, Jean-Charles Croix

Publication date: 13 May 2020

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.01448

zbMATH Keywords

orthogonal decompositioncovariance operatorGaussian measure

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites Work

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