Stochastic Processes and the RKHS

Speaker: Azize Hayfavi (Emeritus, Affiliated Faculty at the Institute of Applied Mathematics, METU)

Date / Time: Thursday, May 30, 2024 / 15:40 (Ankara, Turkey)

Place: S-212 @ IAM / Follow the Link for Online Participation (please self-register first, if necessary)

Abstract: In this series of talk reproducing kernels and RKHSs was given already in detail, in real and complex fields.

In this talk, first a sort introduction to stochastic processes will be given and then the RKHS associated with a stochastic process will be introduced. The geometry of the space spanned by the process will be discussed according to the norm given by the covariance operator \(\mathbf{E}[X(s)X(t)]\) as in (Manton & Amblard, 2015).

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1. Manton, J. H., & Amblard, P.-O. (2015). A Primer on Reproducing Kernel Hilbert Spaces. https://doi.org/10.1561/2000000050

   @misc{Manton15,
     title = {A Primer on Reproducing Kernel {H}ilbert Spaces},
     author = {Manton, Jonathan H. and Amblard, Pierre-Olivier},
     year = {2015},
     eprint = {1408.0952},
     archiveprefix = {arXiv},
     primaryclass = {math.HO},
     doi = {10.1561/2000000050}
   }
   

Additional Resources

• Stochastic Processes (Notes)