English

Dimension Walks on Generalized Spaces

Classical Analysis and ODEs 2022-05-11 v1 Statistics Theory Statistics Theory

Abstract

Let d,kd,k be positive integers. We call generalized spaces the cartesian product of the dd-dimensional sphere, Sd\mathbb{S}^d, with the kk-dimensional Euclidean space, Rk\mathbb{R}^k. We consider the class P(Sd×Rk){\mathcal P}(\mathbb{S}^d \times \mathbb{R}^k) of continuous functions φ:[1,1]×[0,)R\varphi: [-1,1] \times [0,\infty) \to \mathbb{R} such that the mapping C:(Sd×Rk)2RC: \left ( \mathbb{S}^d \times\mathbb{R}^k \right )^2 \to \mathbb{R}, defined as C((x,y),(x,y))=φ(cosθ(x,x),yy)C \Big ( (x,y),(x^{\prime},y^{\prime})\Big ) = \varphi \Big ( \cos \theta(x,x^{\prime}), \|y-y^{\prime}\| \Big ), (x,y),  (x,y)Sd×Rk(x,y), \; (x^{\prime},y^{\prime}) \in \mathbb{S}^d \times \mathbb{R}^k, is positive definite. We propose linear operators that allow for walks through dimension within generalized spaces while preserving positive definiteness.

Keywords

Cite

@article{arxiv.2205.04879,
  title  = {Dimension Walks on Generalized Spaces},
  author = {Marcos Lopez de Prado and Ana Paula Peron and Emilio Porcu},
  journal= {arXiv preprint arXiv:2205.04879},
  year   = {2022}
}
R2 v1 2026-06-24T11:13:06.669Z