Related papers: Gaussian random fields on non-separable Banach spa…

We investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…

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…

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

The link between Gaussian random fields and Markov random fields is well established based on a stochastic partial differential equation in Euclidean spaces, where the Mat\'ern covariance functions are essential. However, the Mat\'ern…

Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hidden in white Gaussian noise. We derive minimax lower bounds…

The method of regularization with the Gaussian reproducing kernel is popular in the machine learning literature and successful in many practical applications. In this paper we consider the periodic version of the Gaussian kernel…

In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…

There has been growing recent interest in probabilistic interpretations of kernel-based methods as well as learning in Banach spaces. The absence of a useful Lebesgue measure on an infinite-dimensional reproducing kernel Hilbert space is a…

We develop a Radon transform on Banach spaces using Gaussian measure and prove that if a bounded continuous function on a separable Banach space has zero Gaussian integral over all hyperplanes outside a closed bounded convex set in the…

In the framework of sublinear expectation, we have introduced a new type of G-Gaussian random fields, which contain a type of spatial white noise as a special case. Based on this result, we also have introduced a spatial-temporal G-white…

The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…

This paper studies polar sets of anisotropic Gaussian random fields, i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that…

Fractional Gaussian fields are scalar-valued random functions or generalized functions on an $n$-dimensional manifold $M$, indexed by a parameter $s$. They include white noise ($s = 0$), Brownian motion ($s=1, n=1$), the 2D Gaussian free…

In this paper we consider variational regularization methods for inverse problems with large noise that is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a…

We study fractional smoothness of measures on $\mathbb{R}^k$, that are images of a Gaussian measure under mappings from Gaussian Sobolev classes. As a consequence we obtain Nikolskii--Besov fractional regularity of these distributions under…

We characterize the absolute continuity of the law and the Malliavin-Sobolev regularity of random nodal volumes associated with smooth Gaussian fields on generic $\mathcal{C}^2$ manifolds with arbitrary dimension. Our results extend and…

Stochastic antiderivational equations on Banach spaces over local non-Archimedean fields are investigated. Theorems about existence and uniqiuness of the solutions are proved under definite conditions. In particular Wiener processes are…

In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ whose sample paths lie in the Sobolev space of integer order $W^{m,p}(\mathcal{D}),\ m\in\mathbb{N}_0,\ 1 <p<+\infty$, where $\mathcal{D}$…