Extension of positive definite functions and associated entropy. The multidimensional case

DOI10.1016/S0294-1449(16)30253-0zbMath0776.42015OpenAlexW2526661925MaRDI QIDQ1182854

S. Singh

Publication date: 28 June 1992

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPC_1991__8_6_651_0

zbMATH Keywords

positive definite functionsspectral densitiesmultidimensional

Mathematics Subject Classification ID

Positive definite functions in one variable harmonic analysis (42A82) Harmonic analysis in several variables (42B99) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10)

Related Items (2)

Nonstationarity in ℝⁿ is second-order stationarity in ℝ²ⁿ ⋮ Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.

Cites Work

• Prediction theory and Fourier series in several variables
• On the extensions of positive definite functions
• The extension problem for positive-definite functions
• Thermodynamics and statistical analysis of Gaussian random fields
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