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Spectral equivalence of Gaussian random functions: operator approach (2005.05771v2)
Published 12 May 2020 in math.PR
Abstract: We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.
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