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Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space
Preprint   Open access

Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space

Palle E. T Jorgensen, Myung-Sin Song and James Feng Tian
ArXiv.org
09/08/2022
url
https://doi.org/10.48550/arXiv.2209.03801View
Preprint (Author's original)This preprint has not been evaluated by subject experts through peer review. Preprints may undergo extensive changes and/or become peer-reviewed journal articles. Open Access

Abstract

By way of concrete presentations, we construct two infinite-dimensional transforms at the crossroads of Gaussian fields and reproducing kernel Hilbert spaces (RKHS), thus leading to a new infinite-dimensional Fourier transform in a general setting of Gaussian processes. Our results serve to unify existing tools from infinite-dimensional analysis.

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