Stochastic mappings and random distribution fields: a correlation approach

DOI10.1007/S00605-018-1234-3MaRDI QIDQ1757400zbMATH OpenOpenAlexWikidataFDO

Authors Pastorel Gaspar, Lorena Popa

Publication date 4 January 2019

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.2996

zbMATH Keywords

correlation functionrandom distribution fieldsstochastic measurespositive definite kernelsstochastic mappingsKolmogorov factorizationreproducing kernel Hilbert modules

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10)

Abstract: This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert spaces associated to such a multivariate second order stochastic mapping in terms of reproducing kernel structures are given, aiming not only to gather into a unified way some concepts from the field, but also to indicate an instrument for extending the very well elaborated theory of multivariate second order stochastic processes (or random fields) to the case of multivariate second order random distribution fields, including multivariate second order stochastic measures. In particular a general Wold type decomposition is extended and discussed in our framework.

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