Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X



Linear time-invariant transformations of some nonstationary random processes

Authors: D. Tjøstheim and J. B. Thomas
Journal: Quart. Appl. Math. 34 (1976), 113-117
MSC: Primary 60G99
DOI: https://doi.org/10.1090/qam/448551
MathSciNet review: 448551
Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: We consider the class of nonstationary processes $ Y\left( t \right)$ which can be represented as $ Y\left( t \right) = BX\left( t \right)$, where $ X\left( t \right)$ is wide sense stationary and $ B$ is a bounded self-adjoint operator with a bounded inverse. An equivalent characterization of this class of processes is given and is used to construct examples of nonstationary processes belonging to this class. A functional analytic treatment is given for describing the effects of linear time-invariant transformations.

References [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Quarterly of Applied Mathematics with MSC: 60G99

Retrieve articles in all journals with MSC: 60G99

Additional Information

DOI: https://doi.org/10.1090/qam/448551
Article copyright: © Copyright 1976 American Mathematical Society

American Mathematical Society