Аннотация:
In this paper we consider strong random operators. We present the sufficient conditions on a compact set in a Hilbert space under which its image under a Gaussian strong random operator is well-defined and compact. In addition, we investigate the behavior of Kolmogorov widths of some compacts under a Gaussian strong random operator.
Ключевые слова:Gaussian strong random operator, Kolmogorov width, continuity of Gaussian processes.