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Expansions for Gaussian Processes and Parseval Frames

   
@article{EJP649,
	author = {Harald Luschgy and Gilles Pagès},
	title = {Expansions for Gaussian Processes and Parseval Frames},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {14},
	year = {2009},
	keywords = {Gaussian process, series expansion, Parseval frame, optimal expansion, fractional Ornstein-Uhlenbeck process},
	abstract = {We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space. The results are applied to pathwise continuous Gaussian processes and a new optimal expansion for fractional Ornstein-Uhlenbeck processes is derived.},
	pages = {no. 42, 1198-1221},
	issn = {1083-6489},
	doi = {10.1214/EJP.v14-649},    
        url = {http://ejp.ejpecp.org/article/view/649}}