Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes

DOI10.1016/0047-259X(74)90013-XzbMath0295.47030OpenAlexW2065086930MaRDI QIDQ1213155

Milton Rosenberg

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(74)90013-x

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Vector-valued set functions, measures and integrals (28B05) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15)

Related Items (13)

The restricted subordination problem for stationary sequences ⋮ On a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case. II ⋮ On a moment problem for rational matrix-valued functions. ⋮ On Hankel nonnegative definite sequences, the canonical Hankel parametrization, and orthogonal matrix polynomials ⋮ Non-negative spectral measures and representations of \(C^\ast\)-algebras ⋮ When is an operator the integral of a given spectral measure ⋮ On Hilbert modules of rational matrix-valued functions and related inverse problems ⋮ Spectral integrals of operator-valued functions. II: From the study of stationary processes ⋮ A Schur-Nevanlinna type algorithm for the truncated matricial Hausdorff moment problem ⋮ On a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case I ⋮ Centered and non-centered principal component analyses in the frequency domain ⋮ On the integral with respect to the tensor product of two random measures ⋮ On Canonical Solutions of a Moment Problem for Rational Matrix-valued Functions

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