Representation of Conditional Expectations in Gaussian Analysis on Sequence Spaces
Functional Analysis
2011-06-14 v2
Abstract
From a given nuclear triplet we construct a nuclear triplet of sequence spaces and introduce a correlated Gaussian measure via the Bochner-Minlos theorem. Considering special types of correlation operators on such sequence spaces, certain conditional expectations can be given in an explicit way.
Cite
@article{arxiv.1106.0906,
title = {Representation of Conditional Expectations in Gaussian Analysis on Sequence Spaces},
author = {Felix Riemann},
journal= {arXiv preprint arXiv:1106.0906},
year = {2011}
}
Comments
43 pages, Diploma Thesis, minor corrections