Fernique theorem

Fernique theorem
теорема f Ферника

English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. . 1994.

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  • Fernique's theorem — In mathematics mdash; specifically, in measure theory mdash; Fernique s theorem is a result about Gaussian measures on Banach spaces. It extends the finite dimensional result that a Gaussian random variable has exponential tails. The result was… …   Wikipedia

  • Xavier Fernique — is a mathematician, noted mostly for his contributions to the theory of stochastic processes. Fernique s theorem, a result on the integrability of Gaussian measures, is named after him.External links* * [http://owpdb.mfo.de/person detail?id=1097… …   Wikipedia

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