Regularity of Gaussian processes in a geometric framework
- 👤 Speaker: Gerard Kerkyacharian, Université Paris VII
- 📅 Date & Time: Tuesday 24 June 2014, 14:15 - 14:45
- 📍 Venue: Centre for Mathematical Sciences, Meeting Room 2
Abstract
Recently, T. Coulhon, P. Petrushev and G.K. have proposed to consider a Littlewood-Paley theory in the framework of Dirichlet spaces with a suitable behavior of the associated heat kernel. This covers the case of compact Riemannian spaces. One can then construct regularity spaces and an associated wavelet theory. In this talk we will study how this could be used to analyze the regularity of Gaussian processes.
Series This talk is part of the Probability Theory and Statistics in High and Infinite Dimensions series.
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Gerard Kerkyacharian, Université Paris VII
Tuesday 24 June 2014, 14:15-14:45