Hyper-positive definite functions I: scalar case, branching-type stationary stochastic processes
Abstract
We propose a definition of branching-type stationary stochastic processes on rooted trees and related definitions of hyper-positivity for functions on the unit circle and functions on the set of non-negative integers. We then obtain (1) a necessary and sufficient condition on a rooted tree for the existence of non-trivial branching-type stationary stochastic processes on it, (2) a complete criterion of the hyper-positive functions in the setting of rooted homogeneous trees in terms of a variant of the classical Herglotz-Bochner Theorem, (3) a prediction theory result for branching-type stationary stochastic processes. As an unexpected application, we obtain natural hypercontractive inequalities for Hankel operators with hyper-positive symbols.
Cite
@article{arxiv.1911.03113,
title = {Hyper-positive definite functions I: scalar case, branching-type stationary stochastic processes},
author = {Yanqi Qiu and Zipeng Wang},
journal= {arXiv preprint arXiv:1911.03113},
year = {2019}
}
Comments
34 pages, we added Proposition 1.4