Disintegration of Gaussian measures and average-case optimal algorithms

  • Authors:

  • Vaja Tarieladze;Nicholas Vakhania

  • Affiliations:

  • Department of Stochastic Processes and Applied Statistics, Niko Muskhelishvili Institute of Computational Mathematics, Tbilisi 0193, Georgia;Department of Stochastic Processes and Applied Statistics, Niko Muskhelishvili Institute of Computational Mathematics, Tbilisi 0193, Georgia

  • Venue:
  • Journal of Complexity
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

It is shown that a Gaussian measure in a given infinite-dimensional Banach space always admits an essentially unique Gaussian disintegration with respect to a given continuous linear operator. This covers a similar statement made earlier in [Lee and Wasilkowski, Approximation of linear functionals on a Banach space with a Gaussian measure, J. Complexity 2(1) (1986) 12-43.] for the case of finite-rank operators.