2019•Cambridge University Press eBooksRequires access
Gaussian Fields
Houman Owhadi, Clint Scovel
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Abstract
The purpose of this chapter is to introduce the canonical Gaussian field defined by the energy norm of the operator, which will play a central role in the interplay among the results of the previous chapters, Gaussian process regression, and game theory. The chapter begins with a presentation of basic definitions and results related to Gaussian random variables, Gaussian vectors, Gaussian spaces, Gaussian conditioning, Gaussian processes, Gaussian measures, and Gaussian fields.