Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space
Functional Analysis
2023-03-31 v2 Mathematical Physics
math.MP
Probability
Abstract
By way of concrete presentations, we construct two infinite-dimensional transforms at the crossroads of Gaussian fields and reproducing kernel Hilbert spaces (RKHS), thus leading to a new infinite-dimensional Fourier transform in a general setting of Gaussian processes. Our results serve to unify existing tools from infinite-dimensional analysis.
Keywords
Cite
@article{arxiv.2209.03801,
title = {Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space},
author = {Palle E. T. Jorgensen and Myung-Sin Song and James Feng Tian},
journal= {arXiv preprint arXiv:2209.03801},
year = {2023}
}
Comments
20 pages