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 | References | Similar Articles | Additional Information

Abstract: In this note a recursive type condition for positivity of the angle between past and future for -variate stationary sequences is provided. In the case 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:
https://doi.org/10.1090/S0002-9939-98-04245-2

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