Gaussian random fields on non-separable Banach spaces

MaRDI QIDQ6393218zbMATH OpenFDO

Authors Yury Korolev, Jonas Latz, Carola-Bibiane Schönlieb

Publication date 9 March 2022

Mathematics Subject Classification ID

Nonseparable Banach spaces (46B26) Applications of functional analysis in probability theory and statistics (46N30) Gaussian processes (60G15)

Abstract: We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and H"older functions. In the former case, we are able to define Gaussian white noise on the space of measures directly, avoiding, e.g., an embedding into a negative-order Sobolev space. In the latter case, we demonstrate how H"older regularity of the samples is controlled by that of the covariance kernel and, thus, show a connection to the Theorem of Kolmogorov-Chentsov.

This page was built for publication: Gaussian random fields on non-separable Banach spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6393218)