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Gaussian random element

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Random variable Hilbert-space-valued random variable
2026-09-24  0 By others on same topic  0 Discussions Create my own version
A random element G of a Hilbert space is Gaussian when every continuous linear functional of G has a normal distribution. Its mean and covariance operator determine its distribution.

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  1. Hilbert-space-valued random variable
  2. Random variable
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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 Incoming links (2)

  • Hilbert-space central limit theorem
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 225 / 1 / b / Solution

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