Standard

Spectral equivalence of Gaussian random functions : Operator approach. / Nazarov, Alexander; Nikitin, Yakov.

In: Bernoulli, Vol. 28, No. 2, 01.05.2022, p. 1448-1460.

Research output: Contribution to journal › Article › peer-review

Harvard

Nazarov, A & Nikitin, Y 2022, 'Spectral equivalence of Gaussian random functions: Operator approach', Bernoulli, vol. 28, no. 2, pp. 1448-1460. https://doi.org/10.3150/21-BEJ1396

APA

Nazarov, A., & Nikitin, Y. (2022). Spectral equivalence of Gaussian random functions: Operator approach. Bernoulli, 28(2), 1448-1460. https://doi.org/10.3150/21-BEJ1396

Vancouver

Nazarov A, Nikitin Y. Spectral equivalence of Gaussian random functions: Operator approach. Bernoulli. 2022 May 1;28(2):1448-1460. https://doi.org/10.3150/21-BEJ1396

Author

Nazarov, Alexander ; Nikitin, Yakov. / Spectral equivalence of Gaussian random functions : Operator approach. In: Bernoulli. 2022 ; Vol. 28, No. 2. pp. 1448-1460.

BibTeX

@article{8ad3daebf358466caa9f43576ca265dd,
title = "Spectral equivalence of Gaussian random functions: Operator approach",
abstract = "We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.",
keywords = "Brownian sheet, Gaussian random functions, Identity in law, Spectral equivalence, Tensor product",
author = "Alexander Nazarov and Yakov Nikitin",
note = "Publisher Copyright: {\textcopyright} 2022 ISI/BS.",
year = "2022",
month = may,
day = "1",
doi = "10.3150/21-BEJ1396",
language = "English",
volume = "28",
pages = "1448--1460",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "2",

}

RIS

TY - JOUR

T1 - Spectral equivalence of Gaussian random functions

T2 - Operator approach

AU - Nazarov, Alexander

AU - Nikitin, Yakov

N1 - Publisher Copyright: © 2022 ISI/BS.

PY - 2022/5/1

Y1 - 2022/5/1

N2 - We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.

AB - We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results including identities in law of quadratic norms for integrated and multiply integrated Gaussian random functions we give an application to goodness-of-fit testing.

KW - Brownian sheet

KW - Gaussian random functions

KW - Identity in law

KW - Spectral equivalence

KW - Tensor product

UR - http://www.scopus.com/inward/record.url?scp=85128969528&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/485f388a-a761-3f64-bd1b-26cc89296116/

U2 - 10.3150/21-BEJ1396

DO - 10.3150/21-BEJ1396

M3 - Article

AN - SCOPUS:85128969528

VL - 28

SP - 1448

EP - 1460

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 2

ER -

ID: 95473158