Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

The Annals of Probability, Vol. 1, No. 6 (Dec., 1973), pp. 968-981 (14 pages) This paper is mainly a survey of results on the problem of finding necessary and sufficient conditions for a Gaussian ...

A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...

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Transformations of a class of Gaussian processes to the Brownian motion are obtained by reproducing kernel Hilbert space methods. These transformations are such that the value of the transformed ...