Hyper-positive definite functions I: Scalar case, branching-type stationary stochastic processes
نویسندگان
چکیده
We propose a definition of branching-type stationary stochastic processes on rooted trees and related definitions hyper-positivity for functions the unit circle set non-negative integers. then obtain (1) necessary sufficient condition tree existence non-trivial it, (2) complete criterion hyper-positive in setting homogeneous terms variant classical Herglotz-Bochner Theorem, (3) prediction theory result processes. As an unexpected application, we natural hypercontractive inequalities Hankel operators with symbols.
منابع مشابه
Positive Definite Germs of Quantum Stochastic Processes
A new notion of stochastic germs for quantum processes is introduced and a characterisation of the stochastic differentials for positive definite (PD) processes is found in terms of their germs for arbitrary Itô algebra. A representation theorem, giving the pseudo-Hilbert dilation for the germ-matrix of the differential, is proved. This suggests the general form of quantum stochastic evolution ...
متن کاملSome numerical radius inequalities with positive definite functions
Using several examples of positive definite functions, some inequalities for the numerical radius of matrices are investigated. Also, some open problems are stated.
متن کاملStochastic Processes ( Fall 2014 ) Spectral representations and ergodic theorems for stationary stochastic processes Stationary stochastic processes
A stochastic process X is strongly stationary if its fdds are invariant under time shifts, that is, for any (finite) n, for any t0 and for all t1, ..., tn ∈ T , (Xt1 , ..., Xtn) and (Xt1+t0 , ..., Xtn+t0) have the same distribution. A stochastic process X is weakly stationary if its mean function is constant and its covariance function is invariant under time shifts. That is, for all t ∈ T , E(...
متن کاملInterpolation with Positive Definite Functions
I t i s well-known t h a t k r i g i n g and i n t e r p o l a t i o n by s p l i n e s a r e e q u i v a l e n t . Kr ig ing i s based on a s t o c h a s t i c f o r m u l a t i o n whereas s p l i n e s a r e f o r m u l a t e d I n a d e t e r m i n i s t i c way. A t h i r d p r e s e n t a t i o n i s g i v e n i n terms of Rad ia l P a s i s F u n c t i o n s . The c n n n e c t l o n s b...
متن کاملStrictly Hermitian Positive Definite Functions
Let H be any complex inner product space with inner product < ·, · >. We say that f : | C → | C is Hermitian positive definite on H if the matrix ( f(< z,z >) )n r,s=1 (∗) is Hermitian positive definite for all choice of z, . . . ,z in H, all n. It is strictly Hermitian positive definite if the matrix (∗) is also non-singular for any choice of distinct z, . . . ,z in H. In this article we prove...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2022
ISSN: ['0022-1236', '1096-0783']
DOI: https://doi.org/10.1016/j.jfa.2021.109266