In this paper, we start the study of stochastic processes over the skew field of quaternions. We discuss the relation between positive definite functions and the covariance of centered Gaussian processes and the construction of stochastic processes and their derivatives. The use of perfect spaces and strong algebras and the notion of Fock space are crucial in this framework.

On a class of quaternionic positive definite functions and their derivatives

Colombo, Fabrizio;Sabadini, Irene
2017-01-01

Abstract

In this paper, we start the study of stochastic processes over the skew field of quaternions. We discuss the relation between positive definite functions and the covariance of centered Gaussian processes and the construction of stochastic processes and their derivatives. The use of perfect spaces and strong algebras and the notion of Fock space are crucial in this framework.
File in questo prodotto:
File Dimensione Formato  
11311-1040131_Colombo.pdf

accesso aperto

: Publisher’s version
Dimensione 467.25 kB
Formato Adobe PDF
467.25 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1040131
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 7
  • ???jsp.display-item.citation.isi??? 6
social impact