All Questions
32
questions
1
vote
0
answers
45
views
Gaussian Hypercontractivity of Chaos based on Gaussian with value in Hilbert spaces?
The classical Gaussian hypercontractivity is stated as following: Suppose $\xi$ is a Gaussian variable and $H_n(\xi)$ is the space of n-th homogeneous Wiener chaos constructed from $\xi$, then for any ...
- 253
2
votes
0
answers
61
views
References for a class of Banach space-valued Gaussian processes
Let $E$ be a separable Banach space, consider a centered $E$-valued Gaussian process $\{x_t,t\ge 0\}$ that satisfies
\begin{equation}
\mathbb{E}\phi(x_s)\psi(x_t)=R(s,t)K(\phi,\psi),\quad \phi,\psi\in ...
- 121
0
votes
1
answer
109
views
Ball in separable Banach space has positive Gaussian measure
I have (presumably non-degenerate) Gaussian $\mu$ over separable Banach space $X$. I would like to prove that for any ball of radius $r$ centered at $x$, $\mu(B_r(x))$. I know how to prove this in ...
- 379
0
votes
1
answer
89
views
Lower bounds for truncated moments of Gaussian measures on Hilbert space
Let $\mu_C$ be a centered Gaussian probability Borel measure on a real separable Hilbert space $\mathcal{H}$ with covariance operator $C$. Denote the ball with radius $r$ in $\mathcal{H}$ centered at ...
- 555
4
votes
1
answer
280
views
Examples of Borel probability measures on the Schwartz function space?
Let $\mathcal{S}(\mathbb{R}^d)$ be the Frechet space of Schwartz functions on $\mathbb{R}^n$. Its dual space $\mathcal{S}'(\mathbb{R}^d)$ is the space of tempered distributions.
Minlos Theorem as ...
- 3,113
3
votes
2
answers
90
views
Reference for Wiener type measure on $C(T)$ when $T$ is open
I'm considering Gaussian process on open domain $T$ in $\mathbb{R}^n$ and I tried to follow the abstract Wiener space construction of Gross. Since my sample paths are meant to be continuous, I thought ...
- 163
1
vote
1
answer
153
views
Reference request: Inequalities involving convex sets and Gaussian variables stated in a paper by Talagrand
I'm looking for references for two facts that are stated without proof in the paper:
Talagrand, M., Are all sets of
positive measure essentially convex?, Lindenstrauss, J. (ed.) et al.,
Geometric ...
- 445
3
votes
1
answer
190
views
Is there a real/functional analytic proof of Cramér–Lévy theorem?
In the book Gaussian Measures in Finite and Infinite Dimensions by Stroock, there is a theorem with a comment
The following remarkable theorem was discovered by Cramér and Lévy. So far as I know, ...
- 647
2
votes
1
answer
167
views
Gaussian Poincare inequality in $1$ dimensions together with localization issue
Let $d\mu$ be a Gaussian measure on $\mathbb{R}$ with the center $a \in \mathbb{R}$ and variance $1$.
Let $B(a,r) \subset \mathbb{R}$ be the interval $[a-r,a+r]$.
Then, for any smooth mapping $f : \...
- 3,113
0
votes
1
answer
49
views
Convergence of Gaussian measures $\{ d\mu_a \}$ whose variances depend smoothly on the index $a$
Let $f: \mathbb{R} \to \mathbb{R}$ be a smooth function such that $f(x)$ is positive in a small punctured neighborhood of $x=0$ but $f(0)=0$.
Now, define a collection of centered Gaussian measures on $...
- 3,113
4
votes
1
answer
157
views
For centered Gaussian measures, is $E[\lVert X\rVert^2] \lesssim E[\lVert X\rVert ]^2$ true in infinite dimensions as well?
In the proof of Corollary 5.7 in the following link:
https://arxiv.org/pdf/1610.05200.pdf
the author claims that $E[\lVert X\rVert^2] \lesssim E[\lVert X\rVert ]^2$ for the standard normal ...
- 3,113
2
votes
0
answers
56
views
Regularity on $\mathbb{T}^3$ of the "functional average" of a map $S : C^\infty(\mathbb{T}^3, \mathbb{R}) \to L^2(\mathbb{T}^3, \mathbb{R})$
For simplicity, let $C^\infty(\mathbb{T}^3, \mathbb{R})$ be the real Frechet space of periodic smooth functions on $\mathbb{R}^3$. Here, $\mathbb{T}^3$ is the $3$-dimensional torus.
For a fixed ...
- 3,113
0
votes
0
answers
124
views
When is the image of $T \colon \ell^2 \to \ell^2$ a Gaussian random variable?
In finite dimensions, if $T$ is a linear operator and $x$ is a (centered) Gaussian random variable, then $Tx$ is again a (centered) Gaussian random variable.
Now suppose that $x$ is a (say, centered) ...
- 460
2
votes
1
answer
190
views
$\Psi$ in finite Wiener–Itô Chaos implies existence of continuous representative on neighborhood of Cameron–Martin space?
Let $(\Theta, H, \mu)$ be an abstract Wiener space, i.e. let $(\Theta, \lVert \cdot \rVert_{\Theta})$ be a separable Banach space, let $(H, \langle \cdot, \cdot \rangle_{H})$ be a separable Hilbert ...
- 150
1
vote
1
answer
178
views
Cameron-Martin space of product space
Suppose you have Banach spaces $\mathcal B_\alpha$ where $\alpha$ is in some index set $I$. Let $\mu_\alpha$ be Gaussian measures on $\mathcal B_\alpha$ with Cameron-Martin spaces $\mathcal H_{\mu_\...
- 1,531