| 研究生: |
范君豪 Fan, Chun-hao |
|---|---|
| 論文名稱: |
Banach空間上高斯測度的研究 Characterization of Gaussian Measure on Banach Space |
| 指導教授: |
李育嘉
Lee, Yuh-Jia 史振裕 Shih, C.-Y |
| 學位類別: |
碩士 Master |
| 系所名稱: |
理學院 - 數學系應用數學碩博士班 Department of Mathematics |
| 論文出版年: | 2008 |
| 畢業學年度: | 96 |
| 語文別: | 英文 |
| 論文頁數: | 12 |
| 外文關鍵詞: | Hilbert-Schmidt operator, abstract Wiener space, admissible Banach space, trace class operator, measurable norm |
| 相關次數: | 點閱:52 下載:1 |
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A well-known Stein's theorem asserts that, in order that a
real-valued random variable $mathbf{X}$ has a standard normal
distribution it is necessary and sufficient that, for all
continuous and piecewise continuously differentiable functions
$f:mathbb{R}
ightarrowmathbb{R}$ with finite $Emid
f'(mathbf{X})mid$, the following identity holds:
egin{eqnarray}label{a1}
E[f'(mathbf{X})]=E[mathbf{X}f(mathbf{X})].
end{eqnarray}
In this paper we concern ourself with the generalization of
Stein's characterization to a random variable $mathbf{X}$ taking
values in a real separable Banach space $B$. Our main result show
that, in order that the probability measure
$mu=Pcircmathbf{X}^{-1}$ of $mathbf{X}$ is standard Gaussian
it is necessary and sufficient that, there exists a real separable
Hilbert space $H$ such that $(i,H,B)$ is an abstract Wiener space
in the sense of Gross and the following identity holds:
egin{eqnarray}label{a2}
int_{B}(x,z)f((x,y))mu(dx) = l z,ygint_{B}f'((x,y))mu(dx),
end{eqnarray}
for $y, zin B^{*}$and for any differentiable function $f$ such that
$int_{B}|f'((x,y))|mu(dx)$ is finite, where $(cdot,cdot)$ and
$lcdot,cdotg$ denote respectively the $B-B^*$ pairing and the
inner product of $H$.
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[3]K. Erwin,
Introductory functional analysis with applications,
Wiley, (1978).
[4]H. H. Kuo, Gaussian Measure in Banach Space, Lecture Notes in Math. 463, Spring-Verlag (1975).
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