Representation of Gaussian fields in series with independent coefficients

DOI10.1093/imanum/drr018zbMath1239.65007OpenAlexW2170826679MaRDI QIDQ3117250

Claude Jeffrey Gittelson

Publication date: 25 February 2012

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/302219/files/drr018.pdf

zbMATH Keywords

eigenfunctionsreproducing kernel Hilbert spaceGaussian random fieldsCameron-Martin spacerepresentation of random fieldscovariance kernelKarhunen-Loève series

Mathematics Subject Classification ID

Random fields (60G60) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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