Gaussian approximations of multiple integrals.
Gaussian automorphisms whose ergodic self-joinings are Gaussian
We study ergodic properties of the class of Gaussian automorphisms whose ergodic self-joinings remain Gaussian. For such automorphisms we describe the structure of their factors and of their centralizer. We show that Gaussian automorphisms with simple spectrum belong to this class. We prove a new sufficient condition for non-disjointness of automorphisms giving rise to a better understanding of Furstenberg's problem relating disjointness to the lack of common factors. This...
Gaussian moving averages and semimartingales.
Gaussian process modeling with inequality constraints
Gaussian process modeling is one of the most popular approaches for building a metamodel in the case of expensive numerical simulators. Frequently, the code outputs correspond to physical quantities with a behavior which is known a priori: Chemical concentrations lie between 0 and 1, the output is increasing with respect to some parameter, etc. Several approaches have been proposed to deal with such information. In this paper, we introduce a new framework for incorporating constraints in Gaussian...
Gaussian Random Series on Metric Vector Spaces.
Gibbsian fields associated to exponentially decreasing quadratic potentials