White Noise Representation of Gaussian Random Fields
نویسنده
چکیده
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 extended to Gaussian random fields indexed by measure spaces.
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