Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Zapiski Nauchnykh Seminarov POMI, 2015, Volume 441, Pages 274–285 (Mi znsl6238)  
This article is cited in 3 scientific papers (total in 3 papers)

On the spectral density of stationary processes and random fields

M. A. Lifshitsab, M. Peligradc

a MAI, Linköping University, Sweden
b Department of Mathematics and Mechanics, St. Petersburg State University, Stary Peterhof, 198504, Russia
c Department of Mathematical Sciences, University of Cincinnati, PO Box 210025, Cincinnati, Oh 45221-0025, USA
Full-text PDF (177 kB) Citations (3)
References:
PDF
HTML
Abstract: In this note we show that a stationary sequence obtained by applying a fixed deterministic function to the shifts of a stationary sequence (satisfying a mild regularity condition) has a spectral density. In the multiparametric setting, we obtain a similar result for a function of a shifted i.i.d. field.
Key words and phrases: stationary processes, stationary random fields, spectral density.
Funding agency Grant number
Russian Foundation for Basic Research 13-01-00172
Saint Petersburg State University 6.38.672.2013
Charles Phelps Taft Research Center
National Science Foundation DMS-1512936
Supported by grants RFBR 13-01-00172, SPbSU 6.38.672.2013; Partially supported by a Taft research center grant and NSF grant DMS-1512936.
Received: 21.10.2015
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 219, Issue 5, Pages 789–797
DOI: https://doi.org/10.1007/s10958-016-3147-9
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: English
Citation: M. A. Lifshits, M. Peligrad, “On the spectral density of stationary processes and random fields”, Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, POMI, St. Petersburg, 2015, 274–285; J. Math. Sci. (N. Y.), 219:5 (2016), 789–797
Citation in format AMSBIB
\Bibitem{LifPel15}
\by M.~A.~Lifshits, M.~Peligrad
\paper On the spectral density of stationary processes and random fields
\inbook Probability and statistics. Part~22
\serial Zap. Nauchn. Sem. POMI
\yr 2015
\vol 441
\pages 274--285
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6238}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3504510}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 219
\issue 5
\pages 789--797
\crossref{https://doi.org/10.1007/s10958-016-3147-9}
Linking options:
  • https://www.mathnet.ru/eng/znsl6238
  • https://www.mathnet.ru/eng/znsl/v441/p274
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:144
    Full-text PDF :41
    References:36
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024