Probability Measures on Separable Banach Spaces.
Abstract
The main purpose of this paper is to extend the definition of the covariance operator to the general set-up of a separable Banach space X, to obtain a direct relationship between the covariance operator and the natural isomorphism between the closure of X* in (L sub 2)(mu) and the reproducing kernel Hilbert space, and to obtain some useful characterizations of a probability measure on X in terms of its covariance operator. The basic tool that is used to define the covariance operator is the Bochner integral.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1974
- Accession Number
- ADA003173
Entities
People
- Emad El-neweihi
- Jayaram Sethuraman
Organizations
- Florida State University