Stationary Fourier hyperprocesses (Q1083120): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 00:53, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stationary Fourier hyperprocesses |
scientific article |
Statements
Stationary Fourier hyperprocesses (English)
0 references
1986
0 references
This is an application of the theory of vector valued Fourier hyperfunctions. In this paper, the author defined a concept of stationary Fourier hyperprocesses and studied their properties. A random Fourier hyperprocess is defined to be a vector valued Fourier hyperfunction on \({\mathbb{D}}=[-\infty,\infty]\) whose values are random variables with mean 0 and finite variance. Then he defined a concept of stationary (random) Fourier hyperprocesses. At first, he showed the existence of the covariance Fourier hyperfunction of a stationary Fourier hyperprocess. Next, he showed that this covariance Fourier hyperfunction \(\rho\) is the Fourier transform of a nonnegative measure \(\mu\) with infraexponential increase. This measure \(\mu\) is called the spectral measure of \(\rho\). At last he proved that any stationary Fourier hyperprocess is the Fourier transform of a random hypomeasure with respect to the spectral measure of its covariance Fourier hyperfunction. Here we note that Theorem 3.3 and Theorem 3.5 should be omitted because its assertions are incorrect.
0 references
vector valued Fourier hyperfunctions
0 references
stationary Fourier hyperprocesses
0 references
spectral measure
0 references