White noise approach to Gaussian random fields
نویسندگان
چکیده
منابع مشابه
White Noise Representation of Gaussian Random Fields
We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a Gaussian random field indexed by a measure space. We then show how existing theory for integration with respect to Gaussian processes indexed by [0, 1] can be ...
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ژورنال
عنوان ژورنال: Nagoya Mathematical Journal
سال: 1990
ISSN: 0027-7630,2152-6842
DOI: 10.1017/s0027763000003135