On Gaussian Measures in Certain Locally Convex Spaces,
Abstract
The purpose of the paper is threefold: Firstly, the topological support of Gaussian measures on certain locally convex spaces are obtained; Secondly, strongly convergent series expansions of elements in separable Frechet spaces, related to Gaussian measures, are obtained, this result is applied to obtain Karhunen-Loeve type expansions for Gaussian processes; Thirdly, it is shown that any zero mean Gaussian measure on a separable Frechet space can be obtained as the sigma-extension of the canonical Gaussian cylinder measure of a separable Hilbert space. Other related problems are also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1972
- Accession Number
- AD0737229
Entities
People
- Balram S. Bajput
Organizations
- University of North Carolina at Chapel Hill