A Karhunen-Loève theorem for random flows in Hilbert spaces

DOI10.1214/24-ecp597zbMath1544.60014MaRDI QIDQ6597246

Kartik G. Waghmare, Victor M. Panaretos, Leonardo V. Santoro

Publication date: 3 September 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

Mercer's theoremfunctional principal componentsHilbertian functional datarandom series expansion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Functional data analysis (62R10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

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• Functions of positive and negative type, and their connection with the theory of integral equations.
• Spectral Methods for Uncertainty Quantification
• Mercer's Theorem and Fredholm resolvents
• Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
• An Explicit Representation of a Stationary Gaussian Process
• Stochastic processes and statistical inference

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