∀ {E : Type u_1} {F : Type u_2} [inst : NormedAddCommGroup E] [inst_1 : NormedSpace ℝ E] [inst_2 : MeasurableSpace E]
  [BorelSpace E] [inst_4 : NormedAddCommGroup F] [inst_5 : NormedSpace ℝ F] [inst_6 : MeasurableSpace F] [BorelSpace F]
  {μ : MeasureTheory.Measure E} (L : E ≃L[ℝ] F),
  ProbabilityTheory.IsGaussian (MeasureTheory.Measure.map (⇑L) μ) ↔ ProbabilityTheory.IsGaussian μ