Regularity of Gaussian Processes on Dirichlet Spaces
Regularity of Gaussian Processes on Dirichlet Spaces
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DOI:
10.1007/s00365-018-9416-8
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发表时间:
2015-08
影响因子:
2.7
通讯作者:
G. Kerkyacharian;Shigeyoshi Ogawa;P. Petrushev;D. Picard
中科院分区:
文献类型:
--
作者:
G. Kerkyacharian;Shigeyoshi Ogawa;P. Petrushev;D. Picard
We study the regularity of centered Gaussian processes, indexed by compact metric spaces. It is shown that the almost everywhere Besov regularity of such a process is (almost) equivalent to the Besov regularity of the covarianceunder the assumption that (i) there is an underlying Dirichlet structure onMthat determines the Besov regularity, and (ii) the operatorKwith kernelK(x,y) and the underlying operatorAof the Dirichlet structure commute. As an application of this result, we establish the Besov regularity of Gaussian processes indexed by compact homogeneous spaces and, in particular, by the sphere.