Decomposition of Gaussian processes, and factorization of positive definite kernels

28 Dec 2018 Jorgensen Palle Tian Feng

We establish a duality for two factorization questions, one for general positive definite (p.d) kernels $K$, and the other for Gaussian processes, say $V$. The latter notion, for Gaussian processes is stated via Ito-integration... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • FUNCTIONAL ANALYSIS
  • PROBABILITY