Alphabeta Math
DefinitionDefinition: Literature-sourcedProof: Not applicablePipeline-generatedjudge pass (gpt-6-luna)
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  • AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.

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Concentration function of a Banach Gaussian prior

Definition

Assume AC and countable choice. Let μ be a centered tight Borel Gaussian law on a real separable Banach space B, with covariance RKHS H, and let w0∈H‾ B. For ε>0, write εB∘={x∈B:∥x∥B<ε} and define the concentration function ϕw0(ε)=inf⁡h∈H∥h−w0∥B<ε{∥h∥H2−log⁡μ(εB∘)}. The feasible set is nonempty because w0 lies in the Banach-norm closure of H. Also μ(εB∘)>0 because 0∈supp⁡μ; thus the logarithm is finite. The value is finite and nonnegative. The support assertion used here is The support of a Banach Gaussian is the closure of its RKHS.

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