White noise representation of Gaussian random fields
Author(s) -
Zachary Gelbaum
Publication year - 2013
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.7.1.05
Subject(s) - white noise , additive white gaussian noise , white (mutation) , representation (politics) , gaussian random field , gaussian noise , gaussian , statistical physics , mathematics , computer science , physics , gaussian process , statistics , algorithm , political science , quantum mechanics , politics , law , biochemistry , chemistry , gene
We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a Gaussian random field indexed by a compact measure space. As an application we show how existing theory for integration with respect to Gaussian processes indexed by $[0,1]$ can be extended to Gaussian fields indexed by compact measure spaces.
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