Concept# Pregaussian class

Summary

In probability theory, a pregaussian class or pregaussian set of functions is a set of functions, square integrable with respect to some probability measure, such that there exists a certain Gaussian process, indexed by this set, satisfying the conditions below.
Definition
For a probability space (S, Σ, P), denote by L^2_P(S) a set of square integrable with respect to P functions f:S\to R, that is
: \int f^2 , dP

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