Gaussian Random Sets in Banach Space
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Date
1987
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Theory of Probability & Its Applications
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Abstract
We define a Gaussian random set in a Banach space, and we prove the following characterization theorem: Every Gaussian random set can be represented as the sum of its expected value and a Gaussian mean zero random element.
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Puri, M. L. "Gaussian random sets in Banach space." Translated by SIAM, Theory of Probability and Its Applications (1987), Volume 31 Issue 3, 598–601. Co-authors: Dan A. Ralescu and Stefan S. Ralescu.
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