Integral representations of second order processes

DOI10.1016/J.NA.2008.02.058zbMath1146.60029OpenAlexW2029940077MaRDI QIDQ943725

M. M. Rao

Publication date: 10 September 2008

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2008.02.058

zbMATH Keywords

nonstationary processesDunford-Schwartz integral representationsharmonizable fieldsHellinger-Hahn representationKarhunen classnormal semi-groups

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

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Cites Work

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• \(C\)-Bimeasures \(\varLambda\) and their integral extensions
• The shift operator for non-stationary stochastic processes
• Harmonizable processes: Structure theory
• Subnormal operators
• On Semi-Groups of Unbounded Normal Operators
• Canonical representations of Gaussian processes and their applications
• Integral Representations of Positive Definite Functions. II

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