The spectral measure of a regular stationary random field with the weak or strong commutation property (Q688037)

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scientific article; zbMATH DE number 440235
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The spectral measure of a regular stationary random field with the weak or strong commutation property
scientific article; zbMATH DE number 440235

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    The spectral measure of a regular stationary random field with the weak or strong commutation property (English)
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    20 June 1994
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    The problem of the spectral measure of a regular stationary random field with the weak or strong commutation property is studied. It is shown that a regular stationary random field over the plane possesses the weak commutation property if and only if its spectral density function admits a weakly outer factorization in the Hardy space \(H^ 2\) on the 2- dimensional torus. A similar statement is proved for the strong commutation property. Application to prediction is discussed.
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    spectral measure
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    regular stationary random field
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    spectral density
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    strong commutation property
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    prediction
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