Stochastic processes on manifolds



TBD.

References

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Adler, Robert J., and Jonathan E. Taylor. 2007. Random Fields and Geometry. Springer Monographs in Mathematics 115. New York: Springer.
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Borovitskiy, Viacheslav, Alexander Terenin, Peter Mostowsky, and Marc Peter Deisenroth. 2020. Matérn Gaussian Processes on Riemannian Manifolds.” arXiv:2006.10160 [Cs, Stat], June.
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Feragen, Aasa, and Søren Hauberg. 2016. Open Problem: Kernel Methods on Manifolds and Metric Spaces. What Is the Probability of a Positive Definite Geodesic Exponential Kernel? In Conference on Learning Theory, 1647–50. PMLR.
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Yaglom, A. M. 1961. Second-Order Homogeneous Random Fields.” Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, Volume 2: Contributions to Probability Theory, January, 593–622.

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