Representation of weakly harmonizable processes
AUTOR(ES)
Rao, M. M.
RESUMO
Weakly harmonizable processes are represented by a family of positive definite contractive linear operators in a Hilbert space. This generalizes the known result on weakly stationary processes involving a unitary family. A characterization of the vector Fourier integral of a measure on R → [unk], a reflexive space, is given, and this yields another characterization of weakly harmonizable processes when [unk] is a Hilbert space. Also these processes are shown to have associated spectra, yielding a positive solution to a problem of Rozanov.
ACESSO AO ARTIGO
http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=348727Documentos Relacionados
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