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Weakly Stationary Random Fields, Invariant Subspaces and Applications - MaRDI portal

Weakly Stationary Random Fields, Invariant Subspaces and Applications

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Publication:5372063

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DOI10.1201/9780203709733zbMath1455.60003OpenAlexW2781881433MaRDI QIDQ5372063

David A. Redett, Vidyadhar Mandrekar

Publication date: 24 October 2017

Full work available at URL: https://doi.org/10.1201/9780203709733

zbMATH Keywords

spectral measures covariance function spectral representation moving average Wold decomposition weakly stationary random field canonical isomorphism Halmos decomposition Szegö-Krein-Kolmogorov theorem

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (2)

Harmonizable stable fields: Regularity and Wold-type decompositions ⋮ Doubly commuting invariant subspaces for representations of product systems of \(C^*\)-correspondences

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