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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

4 votes
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Relation between Gaussian processes and RKHSs with tensor product kernels

For sets $\cal X$ and $\cal Y$, let $a:{\cal X}\times{\cal X}\rightarrow \mathbb{R}$ and $a:{\cal Y}\times{\cal Y}\rightarrow \mathbb{R}$ be positive definite symmetric kernels. Define the tensor prod …