Standardizing densities on Gaussian spaces
classification
🧮 math.PR
keywords
densitiesgaussianspacesstandardizingcertainconditionsdimensionaldiscover
read the original abstract
In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization procedure. We discover that, under certain conditions, the Wick exponentials are the key ingredients for treating this kind of problems.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.