Stochastic processes with sample paths in reproducing kernel Hilbert spaces

DOI10.1090/S0002-9947-01-02852-5zbMath0973.60036MaRDI QIDQ2723459

Jay H. Beder, Milan Lukic

Publication date: 5 July 2001

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Gaussian processreproducing kernel Hilbert spacecovariance operatorzero-one lawsecond order processnuclear dominancerandom element in Hilbert space

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

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Cites Work

• Regularity of Gaussian processes
• Subgroups of paths and reproducing kernels
• The signal-noise problem — a solution for the case that signal and noise are Gaussian and independent
• Extraction and Detection Problems and Reproducing Kernel Hilbert Spaces
• Zero-one laws for Gaussian processes
• The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process
• Theory of Reproducing Kernels
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