Supports of Gaussian Measures
نویسنده
چکیده
The present paper is a continuation of the work, carried out in [4] and [5] of investigating the relationship between a Gaussian process and its reproducing kernel Hilbert subspace. Our main result gives a characterization of the topological support of a Gaussian measure defined on a linear topological space of functions on an arbitrary set. As special cases we consider Gaussian processes on Banach spaces and on duals of Frechet spaces.
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