Some remarks about the positivity of random variables on a Gaussian probability space
Probability
2007-05-23 v1
Abstract
Let be an abstract Wiener space and be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the projection of L on the second Wiener chaos defines an (Hilbert-Schmidt) operator which is lower bounded by another Hilbert-Schmidt operator.
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Cite
@article{arxiv.math/0409268,
title = {Some remarks about the positivity of random variables on a Gaussian probability space},
author = {D. Feyel and A. S. Ustunel},
journal= {arXiv preprint arXiv:math/0409268},
year = {2007}
}
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6 pages