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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 481–490
(Mi tvp3960)
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This article is cited in 1 scientific paper (total in 1 paper)
Canonical factorization of Gaussian covariance operators and some of its applications
N. N. Vakhania Muskhelishvili Institute of Computational Mathematics
Abstract:
This paper contains a systematic approach to the analysis of Gaussian random elements with values in Banach spaces. This approach is based on the idea of canonical factorization of Gaussian covariance operators.
Keywords:
random elements with values in a Banach space, covariance operators and their canonical factorization, admissible translations, dichotomy of Gaussian distributions.
Received: 26.12.1991
Citation:
N. N. Vakhania, “Canonical factorization of Gaussian covariance operators and some of its applications”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 481–490; Theory Probab. Appl., 38:3 (1993), 498–505
Linking options:
https://www.mathnet.ru/eng/tvp3960 https://www.mathnet.ru/eng/tvp/v38/i3/p481
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Abstract page: | 199 | Full-text PDF : | 68 | First page: | 8 |
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