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Gaussian Processes

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Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 2019)

Abstract

The theory of Gaussian processes and fields is rich and varied, and many excellent books have been written on the subject, among them Bogachev [15], Dudley [33], Fernique [39], Hida and Hitsuda [49], Janson [52], Ledoux and Talagrand [60], Lifshits [61] and Piterbarg [68], not to mention RFG and another old favourite of ours, another set of lecture notes, [3]. In particular, a new book [11] by Jean-Marc AzaЇs and Mario Wschebor has recently appeared that has a lot of material similar, but generally complementary, to what interests us.

Keywords

  • Covariance Function
  • Gaussian Process
  • Euler Characteristic
  • Exceedence Probability
  • Reproduce Kernel Hilbert Space

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Correspondence to Robert J. Adler .

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© 2011 Springer-Verlag Berlin Heidelberg

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Adler, R.J., Taylor, J.E. (2011). Gaussian Processes. In: Topological Complexity of Smooth Random Functions. Lecture Notes in Mathematics(), vol 2019. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-19580-8_2

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