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On the density of log concave seminorms on vector spaces. (English) Zbl 0729.60029

Summary: Let E be a complete separable metric vector space and let q be a measurable seminorm on E. Suppose further that \(S=\sum X_ i\) is a series a.s. convergent with respect to q with independent components which are log concave and finite-dimensional. We prove that \(F(t)=P\{q(S)\leq t\}\) is positive and continuously differentiable for all \(t>0\).

MSC:

60G15 Gaussian processes
60B11 Probability theory on linear topological spaces