Schoenberg's theorem and unitarily invariant random arrays

DOI10.1007/s10959-010-0332-5zbMath1275.60012OpenAlexW2042814919MaRDI QIDQ1930527

Olav Kallenberg

Publication date: 11 January 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-010-0332-5

zbMATH Keywords

Gaussian processesrandom matricesunitary invariancecomplex multiple Wiener-Itō functionalsrandom arrays and functionalsSchoenberg's theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10) Exchangeability for stochastic processes (60G09)

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Complex Wiener-Itô chaos decomposition revisited, Polynomial ensembles and Pólya frequency functions

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