A Class of Universal Space-Time Gaussian Random Fields
A Class of Universal Space-Time Gaussian Random Fields
Start:
Monday, October 7, 2024 11:00 am
End:
Monday, October 7, 2024 11:50 am
Location:
STAG 161
Edward Waymire
Oregon State University
A new class of universal space-time Gaussian random fields on a separable Hilbert space is introduced and investigated. The universality derives from a central limit theorem for ergodic Markov processes due to Bhattacharya (1982). A number of interesting problems are motivated by companion questions and mathematical examples arising in other Gaussian random field theories to be described. The mathematical framework is largely that of functional analysis, and the research goals are curiosity driven at this stage.
Contact:
Philipp Kunde