On Covariance Operators

Baker, C. R. (1970). On Covariance Operators.

Type

Unclassified

Intellectual base

Unclassified

Year

1970

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Cited by

1 citation across 1 artifact.

Domain-specific

• Covariance operator
  • For a centered random element X in a Hilbert space, the covariance operator C satisfies <Cu,v>=E[<X,u><X,v>], and is positive, self-adjoint and trace-class under suitable square-integrability assumptions.

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Registry ID ref:59f151bd5fc6 · see in the full table