Let μ be the measure on &"(]R d ) corresponding to the Gaussian process with mean zero and covariance (/, ( -It is proven that the set has μ measure one if α>0 and /?>-} and μ measure zero if α>0 and /? 1 and A 0 = A. § 2. Sets of Measure OneWe begin by stating Minlos' Theorem [6,8] for the case of Gaussian processes. The topological dual of a nuclear space E will be denoted by £* and the natural pairing between E and E* by <•>')• The superscript * always indicates the dual space with respect to this pairing.
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