Timeline for Is every covariance operator the covariance of a measure?
Current License: CC BY-SA 3.0
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| Feb 1, 2014 at 0:57 | comment | added | Tom LaGatta | Note that there may not exist a Gaussian measure $\mathbb P$-- such operators are called "Gaussian covariance operators", not to be confused with so-called Gaussian kernels of the form $c(i,i') = \operatorname{exp}( -\|i-i'\|^2 / 2\sigma^2 )$. | |
| Jan 31, 2014 at 19:05 | history | asked | Tom LaGatta | CC BY-SA 3.0 |