On the distribution of the norm for a Gaussian measure
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Publication:796885
zbMath0544.60012MaRDI QIDQ796885
Publication date: 1984
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_3_277_0
Geometry and structure of normed linear spaces (46B20) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)
Related Items (4)
On distribution of the norm for normal random elements in the space of continuous functions ⋮ Remark on the distribution of the norm of a Gaussian vector in the Banach space \(c_ 0\) ⋮ Gaussian measures on linear spaces ⋮ Densities of distributions of homogeneous functions of Gaussian random vectors
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