-additive or multiplicative function 160
-algebra of subsets 158
-complete Boolean algebra 157
-decomposable Boolean algebra 157
-multiplicative measure 162
Araki — Woods embedding theorem 59
atom 157
Atomic Boolean algebra 158
Bochner — Minlos theorem 175
Boolean algebra 157
Boolean algebra of product decompositions of measure spaces 142
Boolean algebra of tensor decompositions of Hilbert spaces 62
Borel monoid 165
Cameron — Martin decomposition 101
Canonical commutation relations 172
CHARACTER 36
Characteristic function 168
Characteristic functional 170
Co boundary 154
Cocycle 154
Conditional expectation 179
Conditionally positive definite function 50
Conditionally positive definite kernel 48
Conditionally positive definite matrix 47
Continuous product of complex numbers 122
Continuous tensor product of Hilbert spaces 129
Covariance 170
Cyclic vector 32
Cylindrical subset 175
Decomposable linear stochastic process 170
Decomposable operator 130
Decomposable vector 129 149 150
Exponential Hilbert space 19
Factored probability space 12
Factorizable function 143
Factorizable positive definite function 81
Factorizable unitary operator 78
Factorizable vector 64
Fock representation 22 173
Fock space 173
| Fourier transform 175
Gaussian measure on 168
Gaussian measure on E' 93
Gelfand – Segal construction 33
Hellinger integral 180
Hermite polynomials 168
Hilbert space canonically associated with a kernel 31
Infinite tensor products of Hilbert spaces 148
Infinitely divisible representations and p.d.f. 56
Isomorphism of measure spaces 165
Kakutani's theorem 181
Kernel 30
Levy – Khinchin formula 55 60
Martingale theorem 180
Measure space 165
N-picture 4
n-th homogeneous Wiener chaos 101
n-th stochastic Wiener integral 101
Non atomic Boolean algebra 158
Partition 157
Poissonian measure 169
Positive definite function of type (S) 35
Positive definite function or kernel 31
Positive definite matrix 30
Positive quadratic form on a group 43
Reduced Gaussian measure 168
Representation of type (S) 35
Reproducing kernel 95
Restricted products of Borel spaces 164
Restricted products of measure spaces 166
Restricted products of sets 163
S-picture 4
Stochastic process 169
Stone's theorems 155 158
Symmetric Borel space of a Borel space 6
Symmetric Hilbert space of a Hilbert space 19
Symmetric measure space of a measure space 7
Symmetric set of a set 3
Topological continuous product of complex numbers 123
Wiener measure and process 101
Wiener transform 103 104
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