= Canonical pseudometric of a Gaussian process
{title2=$d(s,t)=\bigl(\mathbb E|X(s)-X(t)|^2\bigr)^{1/2}$}
The canonical distance is the <L2 norm> of an increment of a <Gaussian process>. It is a <pseudometric>, since distinct parameters may represent equal <random variables> almost surely. Its <metric covering number> appears in the <Dudley entropy integral>. For standard <fractional Brownian motion>, $d(s,t)=|s-t|^H$; a normalization with twice the <covariance function> multiplies this distance by $\sqrt2$.
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