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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 4, Pages 177–182 (Mi thsp243)  

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
References:
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.
Bibliographic databases:
Document Type: Article
MSC: 60G10, 60G57
Language: English
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
Citation in format AMSBIB
\Bibitem{PonPer07}
\by Oleksander~Ponomarenko, Yuriy~Perun
\paper Spectral analysis of multivariate stationary random functions on some massive groups
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 4
\pages 177--182
\mathnet{http://mi.mathnet.ru/thsp243}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2482258}
\zmath{https://zbmath.org/?q=an:1164.60023}
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  • https://www.mathnet.ru/eng/thsp/v13/i4/p177
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