Positive definite kernels on the set of integers, stability, some properties and applications

Authors

DOI:

https://doi.org/10.24193/subbmath.2022.4.13

Keywords:

Positive definite kernels, multivariate stochastic processes, Toepliz kernel, Kolgomorov decomposition.

Abstract

We define and investigate a class of positive  definite  kernel  so called equivalent-kernel. We formulate and prove an analogous  of Paley-Wiener theorem   in the context of  positive  definite  kernel. The main ingredient in the proof is Kolmogorov decomposition. Finally, some  applications to   stochastic processes are given.

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Published

2022-12-01

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Articles