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.
Standardizing densities on Gaussian spaces
Lanconelli, Alberto
2018-01-01
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.File in questo prodotto:
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