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Reproducing kernels in probability and statistics. (English) Zbl 1187.46021

Begehr, H. G. W. (ed.) et al., More progresses in analysis. Proceedings of the 5th international ISAAC congress, Catania, Italy, July 25–30, 2005. Hackensack, NJ: World Scientific (ISBN 978-981-283-562-8/hbk). 153-162 (2009).
Summary: Since the first works laying its foundations as a subfield of complex analysis, the theory of reproducing kernels has proved to be a powerful tool in many fields of pure and applied mathematics. The aim of this paper is to give some idea of how and why this theory interacts with probability and statistics.
For the entire collection see [Zbl 1169.00011].

MSC:

46E22 Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)
60B11 Probability theory on linear topological spaces
62G05 Nonparametric estimation
46N30 Applications of functional analysis in probability theory and statistics