SOME RESULTS ON CYLINDRICAL MEASURES AND APPLICATION
Abstract: The aim of this paper which is a continuation of [8] is to study cylindrical measures
on a locally convex space which are scalarly concentrated on compact sets. We give some
results concerning continuity of the covariance operator and compactness of the
reproducing kernel Hilbert space of such a measure. Moreover, we give some applications
concerning Gaussian cylindrical measures and the law of the iterated logarithm.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -