ON AN EXPONENTIAL FUNCTIONAL FOR GAUSSIAN PROCESSES AND ITS GEOMETRIC FOUNDATIONS

R. A. Vitale

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ON AN EXPONENTIAL FUNCTIONAL FOR GAUSSIAN PROCESSES AND ITS GEOMETRIC FOUNDATIONS

机译：高斯过程及其几何基础的指数函数

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摘要

After setting geometric notions, we revisit an exponential functional which has arisen in several contexts, with special attention to a set of geometric parameters and associated inequalities. Bibliography: 32 titles.

机译：设置几何概念后，我们将重新介绍在多种情况下出现的指数函数，并特别注意一组几何参数和相关的不等式。参考书目：32种。

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《Journal of Mathematical Sciences》 |2019年第4期|406-414|共9页
作者
R. A. Vitale;
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University of Connecticut Storrs, CT, USA;

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4. Exact finite dimensional filters for certain exponential functionals of Gaussian state space processes [C] . Krishnamurthy, V., Elliott, . 1997

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5. Limit Distributions for Functionals of Gaussian Processes [D] . Gil, Arturo Jaramillo. 2018

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6. Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes [O] . Jingjing Yang, Dennis D. Cox, Jong Soo Lee, -1

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8. Estimation and Prediction of Nonlinear Functionals of Gaussian Processes. [R] . Huang, S. T., Cambanis, S. 1977

机译：高斯过程非线性泛函的估计与预测。

ON AN EXPONENTIAL FUNCTIONAL FOR GAUSSIAN PROCESSES AND ITS GEOMETRIC FOUNDATIONS

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