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

Arnaldo De La Barrera, Osmin Ferrer, José Sanabria

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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DOI: http://dx.doi.org/10.24193/subbmath.2022.4.13

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