Expansions for Gaussian processes and Parseval frames
نویسندگان
چکیده
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 OrnsteinUhlenbeck processes is derived.
منابع مشابه
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