The standard Gauss measure of a finite dimensional real Hilbert space with norm has the Borel measure
where is the Lebesgue measure on .
The standard Gauss measure of a finite dimensional real Hilbert space with norm has the Borel measure
where is the Lebesgue measure on .
Weisstein, Eric W. "Gauss Measure." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/GaussMeasure.html