Random vectors with values in complex Hilbert spaces

Theory of Probability and its Applications

Volumn 41, Issue 1, 1996, Pages 116-131

  Vakhania, N N ^a   Kandelaki, N P ^a  

^a Niko Muskhelishvili Institute of Computational Mathematics   (Georgia)

Author keywords

Almost sure orthogonality of random vectors; Complex Gaussian random variable; Gaussian random vector in narrow and wide sense; Proper decomposition; Proper random vector; Random vector in a complex Hilbert space; Schoenberg measures

Indexed keywords

EID: 0030336935     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/tprbau000041000001000116000001     Document Type: Article

References (6)

1. N. N. VAKHANIA, V. I. TARIELADZE, AND S. A. CHOBANYAN, Probability Distributions on Banach Spaces, Reidel, Dordrecht, the Netherlands, 1987.
2. N. N. VAKHANIA AND V. P. KANDELAKI, On orthogonal random vectors in Hilbert space, Soviet Math. Dokl., 35 (1987), pp. 548-550.
3. N. N. VAKHANIA AND V. P. KANDELAKI, Orthogonal random vectors in Hilbert space, Trudy Inst. Vychisl. Mat. Akad. Nauk Gruzin. SSR, 28 (1988), pp. 11-37 (in Russian).
4. N. N. VAKHANIA, Orthogonal random vectors and the Hurwitz-Radon-Eckmann theorem, in Proc. Georgian Acad. Sci. Math., 1 (1993), pp. 109-125.
5. J. J. CRAWFORD, Elliptically contoured measures on infinite-dimensional Banach spaces, Studia Math., 60 (1977), pp. 15-32.
6. N. N. VAKHANIA AND V. P. KANDELAKI, Pairing of random vectors and Schoenberg characteristic functionals, Trudy Inst. Vychisl. Mat. Akad. Nauk Gruzin. SSR, 29 (1988), pp. 77-84 (in Russian).