Geodesic
On a characterization of Gaussian transition operators
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 4, pp. 830-837

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In this paper we give a detailed proof of the characterization of the Gaussian Markov operators mapping a set of Gaussian probability measures into itself. We also characterize the integral operators with Gaussian kernels that map the set of unnormalized Gaussian measures into itself.
Keywords: Markov operator (transition operator), Gaussian measure.
Mots-clés : Gaussian kernel 
@article{TVP_2016_61_4_a9,
     author = {A. S. Holevo},
     title = {On a characterization of {Gaussian} transition operators},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {830--837},
     publisher = {mathdoc},
     volume = {61},
     number = {4},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_4_a9/}
}
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A. S. Holevo. On a characterization of Gaussian transition operators. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 4, pp. 830-837. http://geodesic.mathdoc.fr/item/TVP_2016_61_4_a9/