Canonical factorization of Gaussian covariance operators and some of its applications
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 481-490
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This paper contains a systematic approach to the analysis of Gaussian random elements with values in Banach spaces. This approach is based on the idea of canonical factorization of Gaussian covariance operators.
Keywords:
random elements with values in a Banach space, covariance operators and their canonical factorization, admissible translations, dichotomy of Gaussian distributions.
@article{TVP_1993_38_3_a0,
author = {N. N. Vakhania},
title = {Canonical factorization of {Gaussian} covariance operators and some of its applications},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {481--490},
year = {1993},
volume = {38},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a0/}
}
N. N. Vakhania. Canonical factorization of Gaussian covariance operators and some of its applications. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 3, pp. 481-490. http://geodesic.mathdoc.fr/item/TVP_1993_38_3_a0/