Expansions for Gaussian Processes and Parseval Frames
نویسندگان
چکیده
منابع مشابه
Expansions for Gaussian processes and Parseval frames
We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space. The results are applied to pathwise continuous Gaussian processes and a new optimal expansion for fractional OrnsteinUhlenbeck processes is derived.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2009
ISSN: 1083-6489
DOI: 10.1214/ejp.v14-649