On Hilbert C*-module-valued Random Variables
In this paper random variables that take their values from a Hilbert <i>C</i>*-module are defined and three definitions for the mean, covariance operator, and Gaussian distribution of these random variables are given and it is shown that these definitions are equivalent. Furthermore, the...
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| Format: | Article |
| Language: | English |
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Springer
2015-11-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25845141.pdf |