Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
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Publication:3322912
DOI10.1007/BF00535340zbMath0537.60008OpenAlexW2029513249MaRDI QIDQ3322912
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535340
interpolation problemweak law of large numbersminimal processinterpolatorharmonizable stable process
Infinitely divisible distributions; stable distributions (60E07) General theory of stochastic processes (60G07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Related Items (11)
On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes ⋮ Ergodic properties of stationary stable processes ⋮ Wold decomposition, prediction and parameterization of stationary processes with infinite variance ⋮ Stability of trigonometric approximation in \(L^p\) and applications to prediction theory ⋮ A characterization of mixing processes of type G ⋮ The spectral representation of stable processes: Harmonizability and regularity ⋮ Density of systems of trigonometric polynomials in \(L^p\), \(0<p<1\) ⋮ On the notion of minimality of a \(q\)-variate stationary sequence ⋮ A note on ergodic symmetric stable processes ⋮ Minimax interpolation of harmonizable sequences ⋮ On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems
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