Gaussian Fields
Houman Owhadi, Clint Scovel · Cambridge University Press eBooks · 2019
The purpose of this chapter is to introduce the canonical Gaussian field defined by the energy norm of the operator, which will play a central role in the interplay among the results of the previous chapters, Gaussian process regression, and game theory. The chapter begins with a presentation of basic definitions and results related to Gaussian random variables, Gaussian vectors, Gaussian spaces, Gaussian conditioning, Gaussian processes, Gaussian measures, and Gaussian fields.