Analysis Seminar
Wed, 25 February, 2015
8:00am
Speaker: Robbie Robinson
Title: Introduction to Gaussian Processes Part 2
Abstract: Stationary Gaussian processes are classical probabilistic models used in applications such as digital signal processing, machine learning and quantum mechanics. This is the second talk in this series. In the first talk I set up the measure theoretic background for studying probability theory and stochastic processes, including a discussion the Kolmogorov consistency theorem. In the second talk, I will also describe classical random variables, and the special properties of Gaussian random variables that make Gaussian processes nice. We will disccuss both the real and less well known complex cases.