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Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization from Part II - The Game Theoretic Approach
Published online by Cambridge University Press: 10 October 2019
The purpose of this chapter is to introduce the canonical Gaussian field defined bythe 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 witha presentation of basic definitions and results related to Gaussian random variables, Gaussian vectors, Gaussian spaces, Gaussian conditioning, Gaussian processes, Gaussian measures, and Gaussian fields.
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