Positive definite norm dependent matrices in stochastic modeling

• Autorzy: Kuniewski S. P. , Misiewicz J.K.
• Języki publikacji: EN

Abstrakty

EN

Positive definite norm dependent matrices are of interest in stochastic modeling of distance/norm dependent phenomena in nature. An example is the application of geostatistics in geographic information systems or mathematical analysis of varied spatial data. Because the positive definiteness is a necessary condition for a matrix to be a valid correlation matrix, it is desirable to give a characterization of the family of the distance/norm dependent functions that form a valid (positive definite) correlation matrix. Thus, the main reason for writing this paper is to give an overview of characterizations of norm dependent real functions and consequently norm dependent matrices, since this information is somehow hidden in the theory of geometry of Banach spaces.

Słowa kluczowe

EN

correlation matrix; norm dependent function; positive definite function; stochastic modeling

PL

macierz korelacji; funkcja zależna od normy; dodatnio określona funkcja; modelowanie stochastyczne

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2014
• Tom: Vol. 47, nr 1
• Strony: 211--231
• Opis fizyczny: Bibliogr. 28 poz., rys.

Twórcy

autor

Kuniewski S. P.

• Faculty of Electrical Engineering Mathematics and Computer Science, Delft University of Technology, the Netherlands

autor

Misiewicz J.K.

• Department of Mathematics and Information Science, Warsaw Technical University, Warsaw, Poland

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