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
Place: S-212 @ IAM / Online Participation (please self-register first)
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).