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The reproducing kernel Hilbert space structure of the sample paths of a Gaussian process. (English) Zbl 0251.60033

MSC:
60G15 Gaussian processes
60G17 Sample path properties
46E20 Hilbert spaces of continuous, differentiable or analytic functions
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[7] Parzen, E.: Statistical Inference on Time Series by Hilbert Space Methods, I. Dept. of Statist., Stanford Univ., Technical Report No. 23, January 2, 1959.
[8] Parzen, E.: Probability density functionals and reproducing kernel Hilbert spaces. Time Series Analysis. 155-169 M. Rosenblatt, Ed. New York: Wiley 1963. · Zbl 0168.18101
[9] Parzen, E.: Time Series Analysis Papers. San Francisco: Holden-Day 1967. · Zbl 0171.39602
[10] Preston, C.: Continuity properties of some Gaussian processes. Ann. Math. Statist. 43, 285-292 (1972). · Zbl 0268.60044
[11] Prohorov, Yu.V.: Convergence of random processes and limit theorems in probability theory. Theor. Probab. Appl. 1, 157-214 (1956).
[12] Schatten, R.: A Theory of Cross Spaces. Ann. Math. Studies 26, 1-153 (1950). · Zbl 0041.43502
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