0
Julia is a high-level, high-performance, dynamic programming language. While it is a general-purpose language and can be used to write any application, many of its features are well suited for numerical analysis and computational science.Distinctive aspects of Julia's design include a type system with parametric polymorphism in a dynamic programming language; with multiple dispatch as its core programming paradigm. Julia supports concurrent, (composable) parallel and distributed computing (with or without using MPI and/or the built-in corresponding to "OpenMP-style" threads), and direct calling...
4
I am looking for a reference for the following theorem:
Let $(X,\Vert \cdot \Vert)$ be a separable Banach space and $C: X^{\ast} \rightarrow X \subseteq X^{\ast \ast}, f \mapsto \int_X f(x) \cdot - ~ d\mu(x) =: q(f, -)$ be the covariance operator of a Gaussian measure on $X$. Then $X$ is compact...
In mathematics, Gaussian measure is a Borel measure on finite-dimensional Euclidean space Rn, closely related to the normal distribution in statistics. There is also a generalization to infinite-dimensional spaces. Gaussian measures are named after the German mathematician Carl Friedrich Gauss. One reason why Gaussian measures are so ubiquitous in probability theory is the central limit theorem. Loosely speaking, it states that if a random variable X is obtained by summing a large number N of independent random variables of order 1, then X is of order...
