Dilation theorems for positive definite operator kernels having majorants |
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Authors: | Hannu Niemi Aleksander Weron |
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Affiliation: | University of Helsinki, Department of Mathematics, SF-00100Helsinki 10, Finland;Wroclaw Technical University, Institute of Mathematics, 50-370 Wroclaw, Poland |
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Abstract: | Dilation theorems for Banach space valued stochastic processes and operator valued positive definite kernels are considered. It is shown, e.g., that a Banach space valued stochastic process X can be dilated to another process Y, if and only if the covariance kernel of Y is a majorant of the covariance kernel of X. Positive definite operator kernels having majorants of certain special type are characterized. |
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