Isonormal Gaussian process (source code)

= Isonormal Gaussian process
{wiki}

An isonormal Gaussian process over a real <Hilbert space> $H$ is a centered <Gaussian process> $(W(h))_{h\in H}$ satisfying
$$
\mathbb E[W(f)W(g)]=\langle f,g\rangle_H.
$$
It turns the geometry of $H$ into the <covariance> structure of a Gaussian family.