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A Gneiting-like method for constructing positive definite functions on metric spaces
[article]
2020
arXiv
pre-print
This paper is concerned with the construction of positive definite functions on a cartesian product of quasi-metric spaces using generalized Stieltjes and complete Bernstein functions. The results we prove are aligned with a well-established method of T. Gneiting to construct space-time positive definite functions and its many extensions. For the right choice of the quasi-metric spaces, the models discussed in the paper lead to flexible, interpretable and even computationally feasible classes
arXiv:2006.12217v1
fatcat:ceq545utmfbmbc6ienpz5ogus4