Chapman & Hall/CRC Monographs on Statistics and Applied Probability

1 total work

Stochastic Analysis for Gaussian Random Processes and Fields

by Vidyadhar S. Mandrekar and Leszek Gawarecki

Published 23 June 2015

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).The book begins with preliminary results on covariance and associated RKHS