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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© 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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DOI: https://doi.org/10.1007/978-3-642-19580-8_2
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