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

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.

Año de publicación:

2022

Keywords:

• Positive definite kernels
• multivariate stochastic processes
• Toepliz kernel
• Kolgomorov decomposition

Fuente:

scopus