|
Spectral analysis of multivariate stationary random functions on some massive groups
Oleksander Ponomarenko, Yuriy Perun Department of Probability and Mathematical Statistics, Kiev National Tarasa Shevchenko University, Kiev, Ukraine
Abstract:
The spectral representations for wide sense stationary multivariate
random functions and for their covariance functions on two classes of
additive vector groups are obtained under some assumptions about
continuity of such functions. The first class is nuclear topological
groups and the second class is additive group of real vector space
equipped with the finite topology.
Keywords:
Stationary random functions in Hilbert space, nuclear group,
real vector space, spectral representation.
Citation:
Oleksander Ponomarenko, Yuriy Perun, “Spectral analysis of multivariate stationary random functions on some massive groups”, Theory Stoch. Process., 13(29):4 (2007), 177–182
Linking options:
https://www.mathnet.ru/eng/thsp243 https://www.mathnet.ru/eng/thsp/v13/i4/p177
|
Statistics & downloads: |
Abstract page: | 58 | Full-text PDF : | 28 | References: | 9 |
|