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Main Authors: Bobkov, Sergey G., Duggal, Devraj
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.19719
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author Bobkov, Sergey G.
Duggal, Devraj
author_facet Bobkov, Sergey G.
Duggal, Devraj
contents We start with a brief survey on Höffding's kernels, its properties, related spectral decompositions, and discuss marginal distributions of Höffding measures. In the second part of this note, one-dimensional covariance representations are considered over compactly supported probability distributions in the class of periodic smooth functions. Höffding's kernels are used in the construction of mixing measures whose marginals are multiples of given probability distributions, leading to optimal kernels in periodic covariance representations.
format Preprint
id arxiv_https___arxiv_org_abs_2403_19719
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Höffding's Kernels and Periodic Covariance Representations
Bobkov, Sergey G.
Duggal, Devraj
Probability
We start with a brief survey on Höffding's kernels, its properties, related spectral decompositions, and discuss marginal distributions of Höffding measures. In the second part of this note, one-dimensional covariance representations are considered over compactly supported probability distributions in the class of periodic smooth functions. Höffding's kernels are used in the construction of mixing measures whose marginals are multiples of given probability distributions, leading to optimal kernels in periodic covariance representations.
title Höffding's Kernels and Periodic Covariance Representations
topic Probability
url https://arxiv.org/abs/2403.19719