中文

关于零均值高斯测度的正交性:充分稠密采样

概率论 2024-04-23 v2

摘要

对于在Rd\mathbb{R}^{d}的子集DD上采样的平稳随机函数ξ\xi,我们考察与ξ\xi关联的两个零均值高斯测度P1\mathbb{P}_{1}P2\mathbb{P}_{2}的等价性与正交性。我们给出如下结果的各向同性类比:P1\mathbb{P}_{1}P2\mathbb{P}_{2}的等价性与从DDRd\mathbb{R}^{d}P1\mathbb{P}_{1}P2\mathbb{P}_{2}协方差函数之差存在平方可积延拓相联系。我们表明当DD中点到原点的距离集合在非负实数集中稠密时,可恢复P1\mathbb{P}_{1}P2\mathbb{P}_{2}的正交性。

关键词

引用

@article{arxiv.2212.10239,
  title  = {On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling},
  author = {Reinhard Furrer and Michael Hediger},
  journal= {arXiv preprint arXiv:2212.10239},
  year   = {2024}
}