Accession Number:

AD0737229

Title:

On Gaussian Measures in Certain Locally Convex Spaces,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

38.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE