Existence of the linear prediction for Banach space valued Gaussian processes

DOI10.1016/0047-259X(81)90133-0zbMath0454.60008MaRDI QIDQ1149686

Aleksander Weron, S. A. Chobanjan

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

covariance functionGaussian stationary processlinear predictioncylindrical process

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

Operational and Banach space-valued random measures. Application to stationary series, Strong mixing Gaussian measures for chaotic semigroups

Cites Work

• Gaussian characterizations of certain Banach spaces
• On the convergence of sums of independent Banach space valued random variables
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