Abstract
Gaussian measures on some non-Banach spaces of measurable functions are investigated. The main result is that every Gaussian measure on a separable Orlicz space L φ is an extension of the canonical cylindrical Gaussian distribution on the RKHS. As an application we obtain some results concerning the support of Gaussian measures on L φ as well as the law of the iterated logarithm for sequences of i.i.d. Gaussian random elements with values in L φ .
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
