Semigroup stationary processes and spectral representation (Q1431521): Difference between revisions

This paper presents an extended definition of the second-order stationarity concept. This is based on the theory of harmonic analysis for semigroups with involution. It provides a spectral representation for a wide class of processes which are non-stationary in the usual weak sense, and allows miscellaneous spectral representation results to be unified. Many applications are given to illustrate the concept. Most of these are already known, but some are new, such as the multiplicative-symmetric processes. This paper is less concerned with proving fundamental results than with opening up a new field of investigation for the spectral representation of non-stationary processes.