On a Class of Gaussian Distributions in Functional Space

Authors

  • A.D. Egorov National Academy of Sciences, Institute of Mathematics Minsk, Belarus
  • A.V. Zherelo National Academy of Sciences, Institute of Mathematics Minsk, Belarus

DOI:

https://doi.org/10.17713/ajs.v34i2.404

Abstract

An analog of reproducing Hilbert space of measure for a class of signed Gaussian distributions in the space of functionals is considered. Orthonormal bases in two special cases are constructed.

References

A.D. Egorov. On L2-isomorphic gaussian models for nongaussian distributions. Monte Carlo Methods and Appl., 3(2):485–490, 1997.

A.D. Egorov, P.I. Sobolevsky, and L.A. Yanovich. Functional integrals: Approximate evaluation and Applications. Kluwer Academic Publishers, Dordrecht, 1993.

K.J. Hochberg. A signed measure on path space related to wiener measure. The Annals of Probability, 6(3):433–458, 1978.

Yu.A. Rozanov. Gaussian infinite-dimensional distributions (in russian). Trudy Matem. Inst. V.A.Steklova, 108, 1968.

Downloads

Published

2016-04-03

How to Cite

Egorov, A., & Zherelo, A. (2016). On a Class of Gaussian Distributions in Functional Space. Austrian Journal of Statistics, 34(2), 111–116. https://doi.org/10.17713/ajs.v34i2.404

Issue

Section

Articles