- Tytuł:
- Induced stationary process and structure of locally square integrable periodically correlated processes
- Autorzy:
- Makagon, Andrzej
- Powiązania:
- https://bibliotekanauki.pl/articles/1216923.pdf
- Data publikacji:
- 1999
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
periodically correlated process
stationary process
imprimitivity theorem - Opis:
- A one-to-one correspondence between locally square integrable periodically correlated (PC) processes and a certain class of infinite-dimensional stationary processes is obtained. The correspondence complements and clarifies Gladyshev's known result [3] describing the correlation function of a continuous periodically correlated process. In contrast to Gladyshev's paper, the procedure for explicit reconstruction of one process from the other is provided. A representation of a PC process as a unitary deformation of a periodic function is derived and is related to the correspondence mentioned above. Some consequences of this representation are discussed.
- Źródło:
-
Studia Mathematica; 1999, 136, 1; 71-86
0039-3223 - Pojawia się w:
- Studia Mathematica
- Dostawca treści:
- Biblioteka Nauki
Artykuł