By Palle E. T. Jorgensen and others

By way of concrete presentations, we construct two infinite-dimensional transforms at the crossroads of Gaussian fields and reproducing kernel Hilbert spaces (RKHS), thus leading to a new infinite-dimensional Fourier transform in a general setting of Gaussian processes. Our results serve to unify existing tools from infinite-dimensional analysis.

March 29, 2023

Loading full text...

Similar articles

Loading recommendations...

x1

Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space

Click on play to start listening