Spectral Type of Hermite Polynomial of a Wiener Process

DOI10.1137/1130018zbMath0657.60058OpenAlexW1967067345MaRDI QIDQ3805560

Zoran Ivković

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130018

zbMATH Keywords

Hermite polynomialprojection operatorinfinite multiplicityspectral type

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65)

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