Timeline for When does a stochastic process have its sample paths a.s. in the reproducing kernel hilbert space (RKHS) induced by its covariance function?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Aug 4, 2014 at 21:24 | vote | accept | user127022 | ||
| Aug 4, 2014 at 21:11 | comment | added | user127022 | What about non-gaussian processes? I am particularly curious about a statement that appears in a paper by Lukić and Beder (Stochastic Processes with sample paths in RKHS, 2001, Transactions of the AMS): Corollary 6.1: For any covariance kernel such that the RKHS H(K) is separable, there exists a second order process X with covariance K and sample paths almost surely in H(K). link | |
| Aug 4, 2014 at 20:57 | vote | accept | user127022 | ||
| Aug 4, 2014 at 20:59 | |||||
| Aug 4, 2014 at 13:36 | comment | added | Joris Bierkens | See also the MO post mathoverflow.net/questions/59739/… | |
| Aug 4, 2014 at 13:31 | history | answered | Joris Bierkens | CC BY-SA 3.0 |