A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machi

Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range o

This text offers background in function theory, Hardy functions, and probability as preparation for surveys of Gaussian processes, strings and spectral function

This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of sy

This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employi