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.
Keywords
Positive definite kernels, multivariate stochastic processes; Toepliz kernel; Kolgomorov decomposition.
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PDFDOI: http://dx.doi.org/10.24193/subbmath.2022.4.13
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