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arXiv · 2209.03801

Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space

Palle E. T. Jorgensen·Myung-Sin Song·James Feng Tian
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Abstract

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.

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BibTeXRIS

Palle E. T. Jorgensen, Myung-Sin Song, James Feng Tian. 2022-09-08. Infinite-Dimensional Stochastic Transforms and Reproducing Kernel Hilbert space. https://arxiv.org/abs/2209.03801

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