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Let u(x) x∈Rq be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=∞. Let px, δ(·) be the density of an Rq valued canonical normal random variable with mean x and variance δ and let {Gx, δ; (x, δ)∈Rq×[0,1 ]} be the mean zero Gaussian process with covariance $$EG_{x,\delta } G_{y,\delta } = \iint {u(s - t)p_{x,\delta...
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