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math.PR2026
When does a Gaussian process have its paths in a reproducing kernel Hilbert space?
Ingo Steinwart
We investigate for which Gaussian processes there do or do not exist reproducing kernel Hilbert spaces (RKHSs) that contain almost all of their paths. In particular, we establish a…
math.PR2025
Conditioning of Banach Space Valued Gaussian Random Variables: An Approximation Approach Based on Martingales
Ingo Steinwart
We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Ga…