| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548398 | Statistics & Probability Letters | 2018 | 8 Pages |
Abstract
In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization procedure. We discover that, under certain conditions, the Wick exponentials are the key ingredients for treating this kind of problems.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alberto Lanconelli,