This article is cited in 14 papers

Short Communications

Note on Gaussian measures in a Banach space

A. V. Skorokhod

Kiev

Abstract: Let $\mu$ be a Gaussian measure in a separable Banach space $X$. It is proved that for some $\alpha>0$
$$ \int e^{\alpha\|x\|}\mu(dx)<\infty. $$


Received: 16.12.1969

 English version: Theory of Probability and its Applications, 1970, 15:3, 508

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