Displaying similar documents to “On the probability measures in Hilbert spaces”

On the density of some Wiener functionals: an application of Malliavin calculus.

Antoni Sintes Blanc (1992)

Publicacions Matemàtiques

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Using a representation as an infinite linear combination of chi-square independent random variables, it is shown that some Wiener functionals, appearing in empirical characteristic process asymptotic theory, have densities which are tempered in the properly infinite case and exponentially decaying in the finite case.