Continuous factorizations of covariance operators and Gaussian processes
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Gaussian processGaussian measurecovariance operatorfactorization through a Hilbert spaceuniversal mapprobability theory on Banach spaces
Gaussian processes (60G15) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Measures and integration on abstract linear spaces (46G12) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10)
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