Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...

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 ...

The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...