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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Recursive condition for positivity of the angle for multivariate stationary sequences


Authors: A. Makagon, A. G. Miamee and B. S. W. Schröder
Journal: Proc. Amer. Math. Soc. 126 (1998), 1821-1825
MSC (1991): Primary 60G12, 60G25
MathSciNet review: 1443841
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Abstract: In this note a recursive type condition for positivity of the angle between past and future for $q$-variate stationary sequences is provided. In the case $q=2$ it gives a simple different proof of a result due to Solev and Tserkhtsvadze on basicity of bivariate stationary sequences.


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Additional Information

A. Makagon
Affiliation: Department of Mathematics, Hampton University, Hampton, Virginia 26668
Email: makagon@huajai.cs.hamptonu.edu

A. G. Miamee
Affiliation: Department of Mathematics, Hampton University, Hampton, Virginia 26668
Email: miamee@cs.hamptonu.edu

B. S. W. Schröder
Affiliation: Department of Mathematics, Hampton University, Hampton, Virginia 26668
Address at time of publication: Program of Mathematics and Statistics, Louisiana Technical University, Ruston, Louisiana 71272
Email: Schroder@engr.LaTech.edu

DOI: http://dx.doi.org/10.1090/S0002-9939-98-04245-2
PII: S 0002-9939(98)04245-2
Keywords: Multivariate stationary sequence, prediction theory, positive angle
Received by editor(s): April 26, 1996
Received by editor(s) in revised form: December 4, 1996
Additional Notes: This research was supported by ONR Grant No. N 00014 - 89 - J - 1824
The second author was supported by Army Research Office grant DAAH 04-96-1-0027
The third author was supported by ONR Grant No. N 00014 - 95 - 1 - 0660
Communicated by: Stanley Sawyer
Article copyright: © Copyright 1998 American Mathematical Society