Stochastic Processes Induced by Singular Operators

@article{Alpay2011StochasticPI,
  title={Stochastic Processes Induced by Singular Operators},
  author={Daniel Alpay and Palle E. T. Jorgensen},
  journal={Numerical Functional Analysis and Optimization},
  year={2011},
  volume={33},
  pages={708 - 735}
}
  • D. Alpay, P. Jorgensen
  • Published 24 September 2011
  • Mathematics
  • Numerical Functional Analysis and Optimization
In this article, we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure σ on ℝ n . The case when σ is assumed absolutely continuous with respect to Lebesgue measure was studied earlier in the literature, when n = 1. Our focus here is on showing how different equivalence classes (defined from relative absolute continuity for pairs of measures) translate into concrete spectral decompositions of the corresponding stochastic… 
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