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Some remarks about the positivity of random variables on a Gaussian probability space

Probability 2007-05-23 v1

Abstract

Let (W,H,μ)(W,H,\mu) be an abstract Wiener space and LL 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.

Keywords

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