Corollary

Tag 09SH, permanent. Cite it as [Bourbaki, Tag 09SH].

Integration, IX, p. 81, § 6. Promeasures and measures on a locally convex space

Let E be a locally convex space and Q a positive quadratic form on E'. For every $x' \in E'$ , the image of $\Gamma_Q$ under $x'$ is the Gaussian measure on $\mathbf{R}$ with variance $Q(x')$ .

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

Cited by

Proposition 6, § 6

Cites

Nothing.