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Proceedings of the American Mathematical Society

Published by the American Mathematical Society, the Proceedings of the American Mathematical Society (PROC) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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On the Fourier expansion of stationary random processes
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by R. C. Davis PDF
Proc. Amer. Math. Soc. 4 (1953), 564-569 Request permission
References
  • A. Khintchine, Korrelationstheorie der stationären stochastischen Prozesse, Math. Ann. 109 (1934), no. 1, 604–615 (German). MR 1512911, DOI 10.1007/BF01449156
  • S. Goldman, Frequency analysis, modulation and noise, McGraw-Hill, 1948, pp. 325-330.
  • M. Kac and A. J. F. Siegert, An explicit representation of a stationary Gaussian process, Ann. Math. Statistics 18 (1947), 438–442. MR 21672, DOI 10.1214/aoms/1177730391
  • Kari Karhunen, Über lineare Methoden in der Wahrscheinlichkeitsrechnung, Ann. Acad. Sci. Fennicae Ser. A. I. Math.-Phys. 1947 (1947), no. 37, 79 (German). MR 23013
  • M. Loève, Fonctions aléatoires de second ordre, from the book by P. Lévy entitled Processus stochastiques et mouvement Brownien, Gauthier-Villars, 1948. H. B. Mann, Introduction to the theory of stochastic processes depending on a continuous parameter, National Bureau of Standards Report 1293, May, 1951, chap. 6.
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Additional Information
  • © Copyright 1953 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 4 (1953), 564-569
  • MSC: Primary 60.0X
  • DOI: https://doi.org/10.1090/S0002-9939-1953-0056235-4
  • MathSciNet review: 0056235