Decomposition of Gaussian processes, and factorization of positive definite kernels
We establish a duality for two factorization questions, one for general positive definite (p.d.) kernels \(K\), and the other for Gaussian processes, say \(V\). The latter notion, for Gaussian processes is stated via Ito-integration. Our approach to factorization for p.d. kernels is intuitively moti...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AGH Univeristy of Science and Technology Press
2019-01-01
|
| Series: | Opuscula Mathematica |
| Subjects: | |
| Online Access: | https://www.opuscula.agh.edu.pl/vol39/4/art/opuscula_math_3930.pdf |