Discrete representations of second order random functions. II

DOI10.1090/S0094-9000-2014-00911-4zbMath1300.60047MaRDI QIDQ2923391

O. Ī. Ponomarenko

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

Hilbert-Schmidt operatorsbasis type representationsgeneralized random functions assuming values in a Hilbert spaceKarhunen-Loève type representationsrandom functions defined on a compact topological space

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Random measures (60G57)

Cites Work

• Theory of stochastic processes. With applications to financial mathematics and risk theory
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