On spectral and random measures associated to discrete and continuous-time processes
For each \(i=1, 2\), let \((X_{g_i})_{g_i\in G_i}\) be a complex Hilbertian stationary process where the index space \(G_i\) is a locally compact Abelian group with dual space admitting a countable basis. Let \(Z_i\) (respectively \(\varepsilon_i\)) denote a random measure (respectively spectral measure) associated to the stationary process \((X_{g_i})_{g_i\in G_i}\), \(i=1, 2.\) Tensor products \(\varepsilon_1\otimes \varepsilon_2\) and \(Z_1\otimes Z_2\) are studied for both continuous and discrete time spaces. An example for the product of scalar and vector-valued stationary processes is given.
scientific article; zbMATH DE number 1906950
scientific article