Continuous factorizations of covariance operators and Gaussian processes

DOI10.4064/SM-85-1-91-106zbMATH Open0621.46039OpenAlexW861548844WikidataQ114021974 ScholiaQ114021974MaRDI QIDQ3756806FDOQ3756806

Authors:

Publication date: 1986

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/218760

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zbMATH Keywords

Gaussian processGaussian measurecovariance operatorfactorization through a Hilbert spaceuniversal mapprobability theory on Banach spaces

Mathematics Subject Classification ID

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)

Cited In (8)

• Decomposition of Gaussian processes, and factorization of positive definite kernels
• Weak limits and integrals of Gaussian covariances in Banach spaces
• Title not available (Why is that?)
• On the martingale problem for Banach space valued stochastic differential equations
• Title not available (Why is that?)
• Covariance factorisation and abstract representation of generalised random fields
• Title not available (Why is that?)
• A generalization of Pisier homogeneous Banach algebra

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