Accession Number:

ADA003173

Title:

Probability Measures on Separable Banach Spaces.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1974-09-01

Pagination or Media Count:

27.0

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 2mu 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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE