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Reproducing-kernel Hilbert space of a stationary Gaussian process
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Mathematics
Area of mathematics
Probability and statistics
Positive-semidefinite kernel
Reproducing-kernel Hilbert space
Created
2026-09-24
Updated
2026-09-24
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If
a
stationary
Gaussian process
has
covariance
spectral density
K
, its reproducing-kernel
Hilbert space
has norm
∥
f
∥
H
K
2
=
c
∫
K
(
u
)
∣
f
(
u
)
∣
2
d
u
(1)
on the
functions
for which this
integral
is finite.
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(6)
Reproducing-kernel Hilbert space
Positive-semidefinite kernel
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 217
/
3
/
Solution
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