Höffding's Kernels and Periodic Covariance Representations
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866916183635132416 |
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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 |