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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 3, Pages 527–531
(Mi tvp1208)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On admissible translations of weighted Gaussian measures
G. N. Sytaya Kiev
Abstract:
A family of Gaussian measures $\{\mu_{\Sigma\alpha_iA_i}(dx)\}$ in a Hilbert space $H$ with characteristic functional $\exp\Bigr\{-\frac12\sum_{i=1}^m\alpha_i(A_iz,z)\Bigr\}$ and their weighted sums (1) is considered. The set of admissible translations of (1) (as well as each $\mu_{\Sigma\alpha_iA_i}$) is shown to coincide with $\Bigl(\sum_{i=1}^mA_i\Bigr)^{1/2}H$. For $m=1$ an expression for the corresponding density is found.
Received: 24.11.1967
Citation:
G. N. Sytaya, “On admissible translations of weighted Gaussian measures”, Teor. Veroyatnost. i Primenen., 14:3 (1969), 527–531; Theory Probab. Appl., 14:3 (1969), 506–509
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https://www.mathnet.ru/eng/tvp1208 https://www.mathnet.ru/eng/tvp/v14/i3/p527
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