Geodesic
Note on Gaussian measures in a~Banach space
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 519-520

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Let $\mu$ be a Gaussian measure in a separable Banach space $X$. It is proved that for some $\alpha>0$ $$ \int e^{\alpha\|x\|}\mu(dx)\infty. $$ 
@article{TVP_1970_15_3_a6,
     author = {A. V. Skorokhod},
     title = {Note on {Gaussian} measures in {a~Banach} space},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {519--520},
     publisher = {mathdoc},
     volume = {15},
     number = {3},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a6/}
}
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A. V. Skorokhod. Note on Gaussian measures in a~Banach space. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 519-520. http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a6/