Special Functions Commons^™

Infinite-Dimensional Stochastic Transforms And Reproducing Kernel Hilbert Space, Myung-Sin Song, Palle Jorgensen, James Feng Tian

SIUE Faculty Research, Scholarship, and Creative Activity

By way of concrete presentations, we construct two infinite-dimensional transforms at the crossroads of Gaussian fields and reproducing kernel Hilbert spaces (RKHS), thus leading to a new infinite-dimensional Fourier transform in a general setting of Gaussian processes. Our results serve to unify existing tools from infinite-dimensional analysis.