Spectral equivalence of Gaussian random functions: operator approach
Probability
2021-08-17 v2
Abstract
We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.
Keywords
Cite
@article{arxiv.2005.05771,
title = {Spectral equivalence of Gaussian random functions: operator approach},
author = {A. I. Nazarov and Ya. Yu. Nikitin},
journal= {arXiv preprint arXiv:2005.05771},
year = {2021}
}
Comments
15 pages; this version is improved significantly; to appear in Bernoulli