The spectral measure of a regular stationary random field with the weak or strong commutation property (Q688037)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The spectral measure of a regular stationary random field with the weak or strong commutation property |
scientific article; zbMATH DE number 440235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spectral measure of a regular stationary random field with the weak or strong commutation property |
scientific article; zbMATH DE number 440235 |
Statements
The spectral measure of a regular stationary random field with the weak or strong commutation property (English)
0 references
20 June 1994
0 references
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.
0 references
spectral measure
0 references
regular stationary random field
0 references
spectral density
0 references
strong commutation property
0 references
prediction
0 references