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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