Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space

Authors

Myung-Sin Song, Southern Illinois University EdwardsvilleFollow
Palle Jorgensen, The University of IowaFollow
James Feng Tian, Mathematical ReviewsFollow

Document Type

Article

Publication Date

Spring 3-15-2023

Publication Title

Sampling Theory, Signal Processing, and Data Analysis

Department

Mathematics & Statistics

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.

Comments

https://link.springer.com/article/10.1007/s43670-023-00051-z

Recommended Citation

Song, Myung-Sin; Jorgensen, Palle; and Tian, James Feng, "Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space" (2023). SIUE Faculty Research, Scholarship, and Creative Activity. 159.
https://spark.siue.edu/siue_fac/159