Book chapter
Duality for Gaussian Processes from Random Signed Measures
Mathematical Analysis and Applications, pp.23-56
John Wiley & Sons, Inc
05/08/2018
DOI: 10.1002/9781119414421.ch2
Abstract
In this chapter, we prove a number of results for a general class of Gaussian processes. Two features are stressed, first the Gaussian processes are indexed by a general measure space; secondly, we “adjust” the associated reproducing kernel Hilbert spaces to the measurable category. Among other things, this allows us to give a precise necessary and sufficient condition for equivalence of a pair of probability measures (in sample space), which determine the corresponding two Gaussian processes.
Details
- Title: Subtitle
- Duality for Gaussian Processes from Random Signed Measures
- Creators
- Palle E.T JorgensenFeng Tian
- Contributors
- Hemen Dutta (Editor)Michael Ruzhansky (Editor)Ravi P Agarwal (Editor)
- Resource Type
- Book chapter
- Publication Details
- Mathematical Analysis and Applications, pp.23-56
- DOI
- 10.1002/9781119414421.ch2
- Publisher
- John Wiley & Sons, Inc; Hoboken, NJ, USA
- Number of pages
- 34
- Language
- English
- Date published
- 05/08/2018
- Academic Unit
- Mathematics
- Record Identifier
- 9983985956802771
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