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Weakly Stationary Random Fields, Invariant Subspaces and Applications - MaRDI portal

Weakly Stationary Random Fields, Invariant Subspaces and Applications (Q5372063)

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scientific article; zbMATH DE number 6797036
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Weakly Stationary Random Fields, Invariant Subspaces and Applications
scientific article; zbMATH DE number 6797036

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    Weakly Stationary Random Fields, Invariant Subspaces and Applications (English)
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    24 October 2017
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    weakly stationary random field
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    spectral representation
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    covariance function
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    spectral measures
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    canonical isomorphism
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    moving average
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    Wold decomposition
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    Halmos decomposition
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    Szegö-Krein-Kolmogorov theorem
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