Multidimensional weakly stationary random functions on semigroups
Authors:
O. I. Ponomarenko and Yu. D. Perun
Translated by:
V. V. Semenov
Journal:
Theor. Probability and Math. Statist. 73 (2006), 151-162
MSC (2000):
Primary 60G10, 60G57, 60G15
DOI:
https://doi.org/10.1090/S0094-9000-07-00689-8
Published electronically:
January 17, 2007
MathSciNet review:
2213849
Full-text PDF Free Access
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Additional Information
Abstract: We consider some problems in the spectral analysis of weakly stationary Hilbert-valued random functions on involutive semigroups. We obtain spectral representations for such functions and for their correlation functions. These representations are extensions and improvements of the corresponding results proved earlier by the first author and by V. Girardin and R. Senoussi.
References
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References
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Additional Information
O. I. Ponomarenko
Affiliation:
Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kiev 03127, Ukraine
Email:
probab@univ.kiev.ua
Yu. D. Perun
Affiliation:
Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kiev 03127, Ukraine
Email:
perun@bank.gov.ua
Keywords:
Random functions,
spectral representations,
involutive semigroup,
weakly stationary random functions
Received by editor(s):
December 3, 2004
Published electronically:
January 17, 2007
Article copyright:
© Copyright 2007
American Mathematical Society
