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Hilbert-space Gaussian series
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Probability and statistics
Probability theory
Stochastic process
Gaussian process
Gaussian measure
Covariance operator of a Gaussian measure
2026-09-24
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If
K
e
j
=
λ
j
e
j
with
λ
j
≥
0
and
∑
j
λ
j
<
∞
, then
U
=
m
+
∑
j
λ
j
ξ
j
e
j
(1)
converges in
mean square
and
almost surely
in the
Hilbert space
, and has Gaussian
law
N
(
m
,
K
)
.
Ancestors
(9)
Covariance operator of a Gaussian measure
Gaussian measure
Gaussian process
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2025
/
iii
/
Paper 326
/
2
/
d
/
Solution
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