A matrix-valued Schoenberg's problem and its applications

Authors: Pavel Ievlev, Svyatoslav Novikov

Published in: Electronic Communications in Probability (2023)

Date: July 2025

DOI

Abstract

Brief description of the paper’s contribution and findings.

Keywords

Matrix-valued positive definite functions, Positive definiteness, Multivariate processes, Gaussian processes, Multivariate Ornstein-Uhlenbeck process, Multivariate fractional Brownian motion, Cross-variogram, Stationary time-series

Details

Untitled

Overview

Detailed description of the publication, methodology, results, and impact.

Key Contributions

• Contribution 1
• Contribution 2
• Contribution 3

Methodology

Brief description of the approach used.

Results

Summary of key findings.

Impact

Discussion of the paper’s significance and citations.

Citation

BibTeX

@article {MR4684061,
    AUTHOR = {Ievlev, Pavel and Novikov, Svyatoslav},
    TITLE = {A matrix-valued {S}choenberg's problem and its applications},   
    JOURNAL = {Electron. Commun. Probab.},
    FJOURNAL = {Electronic Communications in Probability},
    VOLUME = {28},
    YEAR = {2023},
    PAGES = {Paper No. 48, 12},
    ISSN = {1083-589X},
    MRCLASS = {42A82 (47A56 60G15 60G60)},
    MRNUMBER = {4684061},
    MRREVIEWER = {Ana\ Paula\ Peron},
    DOI = {10.1214/23-ecp562},
    URL = {https://doi.org/10.1214/23-ecp562}
}