Abstract
Distributions in ℝ n. We are now going to extend the notions introduced in Section 1 to the case when ℝ 1 is replaced by an arbitrary finite-dimensional Euclidean space ℝn.
Keywords
- Lebesgue Measure
- Random Vector
- Standard Gaussian Distribution
- Covariance Operator
- Gaussian Random Vector
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© 1995 Springer Science+Business Media Dordrecht
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Lifshits, M.A. (1995). Multi-Dimensional Gaussian Distributions. In: Gaussian Random Functions. Mathematics and Its Applications, vol 322. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8474-6_2
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DOI: https://doi.org/10.1007/978-94-015-8474-6_2
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4528-7
Online ISBN: 978-94-015-8474-6
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