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Banach-space-valued stationary processes and their linear prediction

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Chobanyan S. A., Weron A.

Instytut Matematyczny Polskiej Akademii Nauk

Contents 0. Introduction............................................................................................................................................. 5 1. Linear operators generated by random elements.......................................................................... 6 2. Covariance operator of generalized random elements................................................................. 9 3. The space of generalized random elements of the second-order as an LVH-space.............. 12 4. Banach-space-valued stationary processes................................................................................... 15 5. Correlation function and operator-valued measures..................................................................... 18 6. Ergodic properties................................................................................................................................. 23 7. Linear prediction problem.................................................................................................................... 26 8. J-regularity and J-singularity................................................................................................................ 29 9. $J_C$, $J_ψ$ and $J_∞$-singularity............................................................................................... 33 10. $J_∞$-regularity and factorization of operator-valued functions............................................... 36 References.................................................................................................................................................. 44

Ograniczanie wyników

1 Chobanyan S. A.

1 Weron A.

1 1975

Wyniki wyszukiwania

Banach-space-valued stationary processes and their linear prediction