Duke/UNC Graduate student probability conference
Saturday, May 2, 2009, 10:30am, UNC Statistics
Dan Stroock (MIT)
Gaussian measures in infinite dimensions
Abstract:
I will begin by explaining why there is no "standard Gauss measure" on an infinite dimensional Hilbert space. I will then describe how the Wiener-Segal-Gross school method of dealing with this fact. If time permits, I will close with an interesting result of Irving Segal's which highlights out the tension which arises from the fact that, on the one hand, Gaussian measures would like to live on Hilbert spaces while, on the other hand, they cannot do so unless the Hilbert space in finite dimensional.

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