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- W1889150603 abstract "A recurrent theme in functional analysis is the interplay between the theory of positive definite functions and their reproducing kernels on the one hand, and Gaussian stochastic processes on the other. This central theme is motivated by a host of applications in mathematical physics. In this article, we show that it is possible to obtain explicit formulas amenable to computations of the respective Gaussian stochastic processes. To achieve this, we first develop two functional analytic tools. These are the identification of a universal sample space Ω where we realize the particular Gaussian processes in the correspondence, a procedure for discretizing computations in Ω. Our processes are as follows: Processes associated with arbitrarily given sigma finite regular measures on a fixed Borel measure space, with Hilbert spaces of sigma-functions, and with systems of self-similar measures arising in the theory of iterated function systems. In our last theorem, starting with a non-degenerate positive definite f..." @default.
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- W1889150603 date "2015-09-29" @default.
- W1889150603 modified "2023-10-16" @default.
- W1889150603 title "Spectral Theory for Gaussian Processes: Reproducing Kernels, Boundaries, and L2-Wavelet Generators with Fractional Scales" @default.
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- W1889150603 doi "https://doi.org/10.1080/01630563.2015.1062777" @default.
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