On a Class of Gaussian Distributions in Functional Space

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.

Bibliographic Details
Main Authors: A.D. Egorov, A.V. Zherelo
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/404