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Mathematics, Physics, and Computer Science Faculty Articles and Research

2017

Gaussian processes

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Full-Text Articles in Physical Sciences and Mathematics

On A Class Of Quaternionic Positive Definite Functions And Their Derivatives, Daniel Alpay, Fabrizio Colombo, Irene Sabadini Mar 2017

On A Class Of Quaternionic Positive Definite Functions And Their Derivatives, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

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.