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A characterization of strong random Gaussian operators admitting an integral representation over a measure with independent values. (English. Russian original) Zbl 0724.60043

Translation from Teor. Sluch. Protsess. 15, 28–34 (Russian) (1987; Zbl 0671.60035).

MSC:

60G15 Gaussian processes
60H25 Random operators and equations (aspects of stochastic analysis)
Full Text: DOI

References:

[1] Yu. M. Berezanskii,Self-Adjoint Operators in Spaces of Functions of an Infinite Number of Variables, American Mathematical Society, Providence, Rhode Island (1986).
[2] A. A. Dorogovtsev, ?On a representation of strong Gaussian random operators,?Teor. Veroyat. i ee Prim.,31, No. 15, 18?21 (1986).
[3] M. Reid and B. Simon,Methods of Modern Mathematical Physics, Vol. 1, Academic Press, New York (1980).
[4] A. V. Skorokhod,Random Linear Operators, Dordrecht, Boston (1984).
[5] P. Halmos,Measure Theory, Van Nostrand, New York (1950).
[6] R. T. Dudley, ?Random linear functionals,?Trans. Amer. Math. Soc.,136, No. 1, 1?24 (1969). · doi:10.1090/S0002-9947-1969-0264726-2
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