Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes (Q909336): Difference between revisions

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.