Part of the Springer Monographs in Mathematics book series (SMM)
While most of what we shall have to say in this brief chapter is rather theoretical, it actually covers one of the most important practical aspects of Gaussian modeling. The basic result is Theorem 3.1.1, which states that every centered Gaussian process with a continuous covariance function has an expansion of the form
KeywordsOrthonormal Basis Covariance Function Reproduce Kernel Hilbert Space Standard Brownian Motion Orthogonal Expansion
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