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The Topological Support of Gaussian Measure in Banach Space

Published online by Cambridge University Press:  22 January 2016

N. N. Vakhania
N. N. Vakhania*
Affiliation:
Tbilisi University, USSR
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The main result of the present paper is the theorem 1, which describes the topological support of an arbitrary Gaussian measure in a separable Banach space. This theorem will be proved after some discussion of the notion of support itself. But we begin with the reminder of the notion of covariance operator of a probability measure. This notion has a great importance not only for the description of support of Gaussian measures but also for the study of other problems in the theory of probability measures in linear spaces (c.f. [1], [2]).

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 57 , June 1975 , pp. 59 - 63
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1975

References

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