Spectral Theory for Gaussian Processes: Reproducing Kernels, Boundaries, and L2-Wavelet Generators with Fractional Scales

DOI10.1080/01630563.2015.1062777zbMath1335.60053arXiv1208.2918OpenAlexW1889150603MaRDI QIDQ2795087

Palle E. T. Jorgensen, Daniel Alpay

Publication date: 18 March 2016

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.2918

zbMATH Keywords

waveletsGaussian processesBernoulli measurespositive definite functionscovarianceiterated function systemsdirect integral decompositionssigma-functionsreproducing kernel-Hilbert spacesboundary-representationsCuntz-relations

Mathematics Subject Classification ID

Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) White noise theory (60H40) Stochastic integrals (60H05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Distributions and ultradistributions as boundary values of analytic functions (46F20)

Related Items (21)

Spectral properties of certain operators on the free Hilbert space \mathfrak{F}[H_{1},...,H_{N} and the semicircular law] ⋮ White noise space analysis and multiplicative change of measures ⋮ Harmonic analysis on graphs via Bratteli diagrams and path-space measures ⋮ Reproducing kernels: harmonic analysis and some of their applications ⋮ New Hilbert space tools for analysis of graph Laplacians and Markov processes ⋮ Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus ⋮ Spectral decomposition of discrepancy kernels on the Euclidean ball, the special orthogonal group, and the Grassmannian manifold ⋮ Harmonic analysis of network systems via kernels and their boundary realizations ⋮ Stochastics and dynamics of fractals ⋮ Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting ⋮ Reflection positivity. Abstracts from the workshop held November 26 -- December 2, 2017 ⋮ Free-Homomorphic Relations Induced by Certain Free Semicircular Families ⋮ Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces ⋮ Asymptotic semicircular law induced by \(p\)-adic number fields \(\mathbb{Q}_p\) over primes ⋮ Semicircular-like and semicircular laws on Banach \(*\)-probability spaces induced by dynamical systems of the finite adele ring \(A_{\mathbb{Q}}\) ⋮ Free-homomorphic relations on Banach \(*\)-probability spaces generated by semicircular elements induced by natural numbers ⋮ Semicircular elements induced by p-adic number fields ⋮ Continuum versus discrete networks, graph Laplacians, and reproducing kernel Hilbert spaces ⋮ Noncommutative Boundaries Arising in Dynamics and Representations of the Cuntz Relations ⋮ Certain \(\ast\)-homomorphisms acting on unital \(C^\ast\)-probability spaces and semicircular elements induced by \(p\)-adic number fields over primes \(p\) ⋮ Reflection negative kernels and fractional Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On fractional Brownian motion and wavelets
• Integral operator approach to learning theory with unbounded sampling
• Stochastic integration with respect to the sub-fractional Brownian motion with
• Spectral reciprocity and matrix representations of unbounded operators
• A class of Gaussian processes with fractional spectral measures
• On the characteristics of a class of Gaussian processes within the white noise space setting
• Transformations for white noise functionals
• Evolution equations driven by a fractional Brownian motion
• Markov operators and OS-positive processes
• Wavelet representations and Fock space on positive matrices
• Absolute continuity of Bernoulli convolutions, a simple proof
• Spectral theory for discrete Laplacians
• On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions
• Wiener processes. II
• Positive definite kernels, continuous tensor products, and central limit theorems of probability theory
• On equivalence of infinite product measures
• On the Number of Daubechies Scaling Functions and a Conjecture of Chyzaket al
• Stochastic Processes Induced by Singular Operators
• Linear Stochastic State Space Theory in the White Noise Space Setting
• A Topological View of Unsupervised Learning from Noisy Data
• An extension of Wiener integration with the use of operator theory
• ONLINE LEARNING WITH MARKOV SAMPLING
• Ten Lectures on Wavelets
• ITERATED FUNCTION SYSTEMS, REPRESENTATIONS, AND HILBERT SPACE
• Hilbert spaces of martingales supporting certain substitution-dynamical systems
• Infinite Product Representations for Kernels and Iterations of Functions
• On a Family of Symmetric Bernoulli Convolutions

This page was built for publication: Spectral Theory for Gaussian Processes: Reproducing Kernels, Boundaries, and L²-Wavelet Generators with Fractional Scales