Continuous factorizations of covariance operators and Gaussian processes
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covariance operatorfactorization through a Hilbert spaceGaussian measureGaussian processprobability theory on Banach spacesuniversal map
Measures and integration on abstract linear spaces (46G12) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Gaussian processes (60G15)
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