Regularity of Gaussian processes on Dirichlet spaces

DOI10.1007/S00365-018-9416-8zbMATH Open1390.58022arXiv1508.00822OpenAlexW2962688173MaRDI QIDQ1745366FDOQ1745366

Gérard Kerkyacharian, Pencho Petrushev, Dominique Picard, Shigeyoshi Ogawa

Publication date: 17 April 2018

Published in: Constructive Approximation (Search for Journal in Brave)

Abstract: We are interested in the regularity of centered Gaussian processes (Z_x), x in M indexed by compact metric spaces M. It is shown that the almost everywhere Besov space regularity of such a process is (almost) equivalent to the Besov regularity of the covariance K(x,y) = E(Z_xZ_y) under the assumption that (i) there is an underlying Dirichlet structure on M which determines the Besov space regularity, and (ii) the operator K with kernel K(x,y) and the underlying operator A of the Dirichlet structure commute. As an application of this result we establish the Besov regularity of Gaussian processes indexed by compact homogeneous spaces and, in particular, by the sphere.

Full work available at URL: https://arxiv.org/abs/1508.00822

zbMATH Keywords

Gaussian processesregularityBesov spaceshomogeneous spacesDirichlet spacesheat kernel

Mathematics Subject Classification ID

Gaussian processes (60G15) General harmonic expansions, frames (42C15) Harmonic analysis on homogeneous spaces (43A85) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65) Sample path properties (60G17) Generalized stochastic processes (60G20)

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Cited In (15)

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