This article is cited in 1 paper

Canonical factorization of Gaussian covariance operators and some of its applications

N. N. Vakhania

Muskhelishvili Institute of Computational Mathematics

Abstract: This paper contains a systematic approach to the analysis of Gaussian random elements with values in Banach spaces. This approach is based on the idea of canonical factorization of Gaussian covariance operators.

Keywords: random elements with values in a Banach space, covariance operators and their canonical factorization, admissible translations, dichotomy of Gaussian distributions.

Received: 26.12.1991

 English version: Theory of Probability and its Applications, 1993, 38:3, 498–505

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