Journal article
Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure
Advances in operator theory, Vol.9(4), 77
2024
DOI: 10.1007/s43036-024-00375-0
Abstract
Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation constructions in operator theory, and the second to general classes of stochastic processes. For the latter, we apply our operator valued kernel-results in order to build new Hilbert space-valued Gaussian processes, and to analyze their structures of covariance configurations.
Details
- Title: Subtitle
- Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure
- Creators
- Palle E. T. Jorgensen - University of IowaJames Tian - American Mathematical Society
- Resource Type
- Journal article
- Publication Details
- Advances in operator theory, Vol.9(4), 77
- Publisher
- Springer International Publishing
- DOI
- 10.1007/s43036-024-00375-0
- ISSN
- 2662-2009
- eISSN
- 2538-225X
- Grant note
DAS:Not applicable.
- Language
- English
- Date published
- 2024
- Academic Unit
- Mathematics
- Record Identifier
- 9984697126102771
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