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

  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},
  • M. Driscoll
  • Published 1 December 1973
  • Mathematics
  • Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

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  • Mathematics
    Journal of Applied Probability
  • 1975
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  • M. Nisio
  • Mathematics
    Nagoya Mathematical Journal
  • 1969
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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