Differentiation theorem for Gaussian measures on Hilbert space

Tišer, Jaroslav

doi:10.1090/S0002-9947-1988-0951621-8

Differentiation theorem for Gaussian measures on Hilbert space

Author: Jaroslav Tišer
Journal: Trans. Amer. Math. Soc. 308 (1988), 655-666
MSC: Primary 28C20; Secondary 28A15, 46G12
DOI: https://doi.org/10.1090/S0002-9947-1988-0951621-8
MathSciNet review: 951621
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Abstract: It is shown that the differentiation theorem is valid in infinitely dimensional Hilbert space with certain Gaussian measures. The proof uses result from harmonic analysis concerning the behavior of Hardy-Littlewood maximal operator in highly dimensional space.

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