On the structure of purely non-deterministic stochastic processes

DOI10.1007/BF02592012zbMath0104.11103OpenAlexW2059190817MaRDI QIDQ775009

Harald Cramér

Publication date: 1961

Published in: Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592012

zbMATH Keywords

probability theory

Related Items

Age, innovations and time operator of networks, On Multivariate Wide-sense Markov Processes, On the growth of a q-variate stationary stochastic process, The aftermath of Cramér's work on stochastic processes, Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations, Stochastic analysis of Gaussian processes via Fredholm representation, Financial time operator for random walk markets, Linear innovation theorems, Unnamed Item, A module theoretic interpretation of multiplicity and rank of a stationary random process, On the multiplicity of a stochastic vector process, A property of random processes with unit multiplicity, A system theoretic representation of mechanical systems. II. Stochastic interpretation, Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes, On the measures induced on L\(_2\) by a stochastic process, On random processes linearly equivalent to white noise, Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory, Representation of self-similar Gaussian processes

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Sur une classe de courbes de l'espace de Hilbert et sur une équation intégrale non linéaire
• Canonical representations of Gaussian processes and their applications
• Unnamed Item
• Unnamed Item