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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
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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 $H$.

    1.Introduction.................1 2.Preliminaries................2 3.Main Theorem.................4 4.Example.....................10

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    probabilities, and Abstract Wiener spaces, Ann. , Math.
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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).

    [5]H. H. Kuo, White Noise Distribution Theory, Probability and Stochastics Series, CRC Press, (1996).

    [6]H. H. Kuo, Integration by parts for abstract Wiener measures, Duke Math. J. 41(1974), 373-379.

    [7]Y. J. Lee, Applications of the Fourier-Wiener transform to differential equations on infinite dimensional spaces I, Trans. Amer. Soc., 262(1980), 259-283.

    [8]C. Stein, Approximate computation of expectations, Lecture notes-monograph series ; vol. 7, (1986) Institute of Mathematical Statistics, Hayward, California.

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