Cameron–Martin theorem

The Cameron-Martin theorem is a theorem in math that explains how things change when two different sets of numbers (called variables) are added together. For example, imagine that you own two cats, one named Cameron and one named Martin. When these two cats get together, their combined weight (which is the sum of Cameron's weight and Martin's weight) will be different than the sum of their weights individually. This is where the Cameron-Martin theorem comes in. It says that no matter what two variables (like the weights of your cats) you're adding together, the sum of their combined variables will always be the same. In other words, the Cameron-Martin theorem says that adding variables together will always give you the same result, no matter what variables you're adding together.