Gaussian random element
= Gaussian random element
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.
= Gaussian random element
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.