Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes (Q909336): Difference between revisions
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Latest revision as of 08:39, 30 July 2024
scientific article
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English | Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes |
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Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes (English)
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1990
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Based on the harmonic analysis study, this work gives a unified theory for some classes of discrete-time non-stationary processes. The notion of (2,p)-boundedness is introduced and the stationary processes which are (2,p)-bounded are characterized. A special form of Grothendieck's inequality leads to various characterizations of (2,p)-boundedness. Some important practical examples are shown to be (2,2)-bounded.
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V-boundedness
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(2,p)-boundedness
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harmonic analysis
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discrete-time non- stationary processes
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Grothendieck's inequality
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