Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
173 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure (2404.14685v2)

Published 23 Apr 2024 in math.FA

Abstract: Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation constructions in operator theory, and the second to general classes of stochastic processes. For the latter, we apply our operator valued kernel-results in order to build new Hilbert space-valued Gaussian processes, and to analyze their structures of covariance configurations.

Citations (2)

Summary

We haven't generated a summary for this paper yet.

X Twitter Logo Streamline Icon: https://streamlinehq.com