|
Teoriya Veroyatnostei i ee Primeneniya, 1958, Volume 3, Issue 2, Pages 201–205
(Mi tvp4931)
|
|
|
|
This article is cited in 63 scientific papers (total in 63 papers)
Short Communications
A Remark on Characteristic Functionals
V. Sazonov Moscow
Abstract:
For the case of separable Hilbert space $H$ two theorems are proved that give necessary and sufficient conditions for the functional $\chi(f)$, $f\in H$, to be the characteristic functional of some probability distribution of $H$.
In the first theorem the case $\int{\|x\|}^2\,dP<+\infty$ is investigated; the second one deals with the general case and the condition for it is given in the form of the continuity of $\chi(t)$ in the $\mathfrak J$-topology whose definition is contained in the paper.
Received: 20.03.1958
Citation:
V. Sazonov, “A Remark on Characteristic Functionals”, Teor. Veroyatnost. i Primenen., 3:2 (1958), 201–205; Theory Probab. Appl., 3:2 (1958), 188–192
Linking options:
https://www.mathnet.ru/eng/tvp4931 https://www.mathnet.ru/eng/tvp/v3/i2/p201
|
|