| Título: | Expansions for Gaussian Processes and Parseval Frames |
| Autores: |
Luschgy, Harald; University of Trier Pagès, Gilles; Université Paris 6 |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Gaussian process, series expansion, Parseval frame, optimal expansion, fractional Ornstein-Uhlenbeck process 60G15, 42C15 |
| Descripción: | We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space. The results are applied to pathwise continuous Gaussian processes and a new optimal expansion for fractional Ornstein-Uhlenbeck processes is derived. |
| Idioma: | No aplica |
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