The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process

DOI10.1007/BF00534894zbMath0251.60033MaRDI QIDQ5664625

M. F. Driscoll

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Hilbert spaces of continuous, differentiable or analytic functions (46E20)

Related Items (16)

Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ Adaptive Fourier decomposition‐type sparse representations versus the Karhunen–Loève expansion for decomposing stochastic processes ⋮ On the capacity of the continuous time Gaussian channel with feedback ⋮ Small sample spaces for Gaussian processes ⋮ Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions ⋮ Stochastic processes with sample paths in reproducing kernel Hilbert spaces ⋮ On the Improved Rates of Convergence for Matérn-Type Kernel Ridge Regression with Application to Calibration of Computer Models ⋮ Unnamed Item ⋮ ON THE INCLUSION RELATION OF REPRODUCING KERNEL HILBERT SPACES ⋮ Unnamed Item ⋮ Error bounds and the asymptotic setting in kernel-based approximation ⋮ Disintegration of Gaussian measures for sequential assimilation of linear operator data ⋮ An RKHS formulation of the inverse regression dimension-reduction problem ⋮ A formulation for fault detection in stochastic continuous-time dynamical systems ⋮ On the inference of applying Gaussian process modeling to a deterministic function ⋮ Unnamed Item

Cites Work

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• Some properties of the measures on function spaces induced by Gaussian processes
• Continuity Properties of Some Gaussian Processes
• On the Continuity of Stationary Gaussian Processes
• Sample Functions of Gaussian Random Homogeneous Fields and Either Continuous or Very Irregular
• Zero-one laws for Gaussian processes
• Theory of Reproducing Kernels
• A Theory of Cross-Spaces. (AM-26)

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