Commit 2025-05-16 11:58 b375a6d1
View on Github →feat: covariance of a measure in a Banach space (#24930)
Define the covariance of a measure μ
with ∫ x, ‖x‖^2 ∂μ < ∞
on a Banach space, as a continuous bilinear form Dual ℝ E →L[ℝ] Dual ℝ E →L[ℝ] ℝ
.