nLab Gaussian measure

Contents

Idea

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References

On infinite-dimensional Banach spaces:

  • Hui-Hsiung Kuo: Gaussian Measures in Banach Spaces, Lecture Notes in Mathematics 463, Springer (1975) [doi:10.1007/BFb0082007]

  • Vladimir I. Bogachev: Gaussian Measures, Mathematical Surveys and Monographs 62, AMS (1998) [doi:10.1090/surv/062]

Last revised on January 26, 2026 at 17:56:40. See the history of this page for a list of all contributions to it.