# The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process

@article{Driscoll1973TheRK,
title={The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process},
author={Michael F. Driscoll},
journal={Zeitschrift f{\"u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete},
year={1973},
volume={26},
pages={309-316}
}
• M. Driscoll
• Published 1 December 1973
• Mathematics
• Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
81 Citations

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Let us consider a stochastically continuous, separable and measurable stationary Gaussian process X = {X(t), − ∞ < t < ∞} with mean zero and with the covariance function p(t) = EX(t + s)X(s). The

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