Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes
type: Item
instance of: scholarly article
title: Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes
zbMATH Open document ID: 0694.60031
DOI: 10.1007/BF01288557
author: Christian Houdré
publication date: 1990-01-01T00:00:00Z
review text: Based on the harmonic analysis study, this work gives a unified theory for some classes of discrete-time non-stationary processes. The notion of (2,p)-boundedness is introduced and the stationary processes which are (2,p)-bounded are characterized. A special form of Grothendieck's inequality leads to various characterizations of (2,p)-boundedness. Some important practical examples are shown to be (2,2)-bounded.
Mathematics Subject Classification ID: 60G12
zbMATH DE Number: 4137104
zbMATH Keywords: V-boundedness
zbMATH Keywords: (2,p)-boundedness
zbMATH Keywords: harmonic analysis
zbMATH Keywords: discrete-time non- stationary processes
zbMATH Keywords: Grothendieck's inequality
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01288557
OpenAlex ID: W2108118352
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4137104