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Hyper-positive definite functions I: scalar case, Branching-type stationary stochastic processes

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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… Click to show full 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.

Keywords: type stationary; stochastic processes; branching type; stationary stochastic; hyper positive

Journal Title: Journal of Functional Analysis
Year Published: 2021

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