An Introduction to Gaussian Spaces
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In this chapter we give a brief introduction in the theory of Gaussian processes by means of the technique of Fock spaces. This approach, which appeared in quantum field theory, simplifies both Wiener’s approach based on Hermite polynomials in several variables and Ith’s method of stochastic integrals.
KeywordsUnitary Operator Gaussian Process Toeplitz Operator Canonical Correlation Stationary Sequence
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