论文标题
高斯随机功能的光谱等效性:操作员方法
Spectral equivalence of Gaussian random functions: operator approach
论文作者
论文摘要
我们基于希尔伯特空间中的操作者理论的方法,为高斯过程和场的光谱等效介绍了一种新的方法。除了几个新的结果,包括二次二次规范的身份,用于集成和乘以综合的高斯随机函数,我们还将应用于拟合优点测试。
We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.