English

White Noise Representation of Gaussian Random Fields

Probability 2012-01-27 v1

Abstract

We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a Gaussian random field indexed by a compact measure space. As an application we show how existing theory for integration with respect to Gaussian processes indexed by [0,1][0,1] can be extended to Gaussian fields indexed by compact measure spaces.

Keywords

Cite

@article{arxiv.1201.5635,
  title  = {White Noise Representation of Gaussian Random Fields},
  author = {Zachary Gelbaum},
  journal= {arXiv preprint arXiv:1201.5635},
  year   = {2012}
}

Comments

9 pages

R2 v1 2026-06-21T20:10:19.903Z