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The Contributions of R. Parthasarathy
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What is the name of the theorem that R. Parthasarathy proved in 1967, which provides a characterization of Gaussian measures on a Hilbert space?
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A
Parthasarathy's Theorem
💡 Explanation:
Parthasarathy's Theorem states that a Gaussian measure on a Hilbert space is uniquely determined by its mean and covariance operator.