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