ON THE REGULARITY OF GAUSSIAN PROCESS SAMPLE FUNCTIONS

Abstract

Let (x sub t, 0 greater than or equat to t less than or equal to 1) be a Gaussian process with mean function zero and covariance function continuous in both its variables. Certain connections between the regularity of the samplefunctions x sub t and the asymptotic properties of related Fredholm determinants is discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1958
Accession Number
AD0261919

Entities

People

  • Monroe D. Donsker

Organizations

  • University of Minnesota

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Gaussian Processes
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.