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On the central limit theorem in $ F$-spaces


Author: Werner E. Helm
Journal: Proc. Amer. Math. Soc. 72 (1978), 542-544
MSC: Primary 60B12; Secondary 60G15
DOI: https://doi.org/10.1090/S0002-9939-1978-0509252-9
MathSciNet review: 509252
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Abstract: In this note we improve the known result on the integrability of F-norms with respect to Gaussian measures and obtain a Central Limit Theorem for probability measures on arbitrary separable F-spaces.


References [Enhancements On Off] (What's this?)

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  • [2] X. Fernique, Intégrabilité des vecteurs gaussiens, C. R. Acad. Sci. Paris 270 (1970), 1698-1699. MR 0266263 (42:1170)
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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1978-0509252-9
Keywords: Gaussian measures on F-spaces, integrability of F-norms, Central Limit Theorem
Article copyright: © Copyright 1978 American Mathematical Society

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