We gratefully acknowledge support from
the Simons Foundation and member institutions.
Full-text links:

Download:

Current browse context:

math.FA

Change to browse by:

References & Citations

Bookmark

(what is this?)
CiteULike logo BibSonomy logo Mendeley logo del.icio.us logo Digg logo Reddit logo

Mathematics > Functional Analysis

Title: Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure

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.
Subjects: Functional Analysis (math.FA)
MSC classes: 46E22, 47A20, 47B32, 60G15
Cite as: arXiv:2404.14685 [math.FA]
  (or arXiv:2404.14685v1 [math.FA] for this version)

Submission history

From: James Tian [view email]
[v1] Tue, 23 Apr 2024 02:25:31 GMT (17kb)

Link back to: arXiv, form interface, contact.