On a certain class of nonstationary sequences in Hilbert space
type: Item
instance of: scholarly article
title: On a certain class of nonstationary sequences in Hilbert space
zbMATH Open document ID: 1031.47008
DOI: 10.1155/S0161171203201034
author: Berrabah Bendoukha
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2003-12-03T00:00:00Z
full work available at URL: https://eudml.org/doc/50580
review text: In the present paper, the functions of correlation \(K(n,m):=\langle X(n),X(m)\rangle\), where \(n,m\in \mathbb{Z},\) is studied in Hilbert space \(H\) for certain sequences \(X(n).\) \textit{A. N. Kolmogorov} [Bull. Mosk. Gos. Univ. Mat. 2, 1-40 (1941; Zbl 0063.03291)] showed that if \(X(n)\) is stationary (\(K(n,m)=K(n-m)\)) and \(n\in \mathbb{Z},\) then \(X(n)=U^nx_0\), \(x_0=X(0),\) where \(U\) is a unitary operator acting in the space \(H_X\) which is defined as the closed linear envelope of \(X=\{X(n)\mid n\in \mathbb{Z}\}.\) In this case, \(K(n,m)=\int_{-\pi}^{+\pi}e^{i(n-m)\lambda}dF_X(\lambda),\) where \(F_X\) is spectral function of \(X(n).\) In this paper, nonstationary sequences of the form \(X(n)=T^nx_0\), \(x_0\in H,\) are studied, where \(T\) is a linear contraction (\(||T||\leq 1\)) in \(H.\) The general form of \(K(n,m)\) and the asymptotic behaviour \(\lim_{p\to+\infty}K(n+p,m+p)\) are given in the paper using the spectral methods of nonunitary operators.
reviewed by: Anatoliy Swishchuk
Mathematics Subject Classification ID: 47A45
Mathematics Subject Classification ID: 60G12
zbMATH DE Number: 2012523
zbMATH Keywords: Hilbert space
zbMATH Keywords: nonstationary sequences
zbMATH Keywords: correlation functions
zbMATH Keywords: contraction
zbMATH Keywords: nonunitary operators
zbMATH Keywords: spectral methods
zbMATH Keywords: asymptotics
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2012523