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Zapiski Nauchnykh Seminarov LOMI, 1977, Volume 72, Pages 132–139
(Mi znsl1970)
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Projection of processes with orthogonal increments and subordinated processes
T. N. Siraya
Abstract:
Second-order random processes are considered as curves in a Hilbert space $\mathscr H$ of random variables $\xi$ with $E_\xi=0$, $E|\xi|^2<\infty$. Processes which are a projection of a given process $x(t)$ with orthogonal increments on some subspaces of $\mathscr H$ are considered. Processes subordinate to $x(t)$ are also considered.
Citation:
T. N. Siraya, “Projection of processes with orthogonal increments and subordinated processes”, Problems of the theory of probability distributions. Part IV, Zap. Nauchn. Sem. LOMI, 72, "Nauka", Leningrad. Otdel., Leningrad, 1977, 132–139; J. Soviet Math., 23:3 (1983), 2314–2319
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https://www.mathnet.ru/eng/znsl1970 https://www.mathnet.ru/eng/znsl/v72/p132
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Abstract page: | 176 | Full-text PDF : | 66 |
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