2009): On the structure of Gaussian random variables

We study when a given Gaussian random variable on a given probability space (Ω,F, P) is equal almost surely to β1 where β is a Brownian motion defined on the same (or possibly extended) probability space. As a consequence of this result, we prove that the distribution of a random variable in a finite sum of Wiener chaoses (satisfying in addition a certain property) cannot be normal. This result also allows to understand better a characterization of the Gaussian variables obtained via Malliavin calculus