Harmonizable stable processes on groups: spectral, ergodic and interpolation properties

DOI10.1007/BF00535340zbMath0537.60008OpenAlexW2029513249MaRDI QIDQ3322912

Aleksander Weron

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535340

zbMATH Keywords

interpolation problemweak law of large numbersminimal processinterpolatorharmonizable stable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General theory of stochastic processes (60G07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items

On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes, Ergodic properties of stationary stable processes, Wold decomposition, prediction and parameterization of stationary processes with infinite variance, Stability of trigonometric approximation in \(L^p\) and applications to prediction theory, A characterization of mixing processes of type G, The spectral representation of stable processes: Harmonizability and regularity, Density of systems of trigonometric polynomials in \(L^p\), \(0<p<1\), On the notion of minimality of a \(q\)-variate stationary sequence, A note on ergodic symmetric stable processes, Minimax interpolation of harmonizable sequences, On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spectral density estimation for stationary stable processes
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes
• Lln for weakly stationary processes on locally compact Abelian groups
• Spectral analysis for a random process on the sphere
• Lectures on prediction theory. Delivered at the University Erlangen-Nürnberg 1966. Prepared for publication by J. Rosenmüller
• Prediction of stable processes: Spectral and moving average representations
• Linear Problems in Linear Problems inpth Order and Stable Processes
• Walsh Spectral Analysis
• Harmonizable stable processes
• On characterizations of interpolable and minimal stationary processes
• q-variate minimal stationary processes
• Interpolation of Homogeneous Random Fields on Discrete Groups
• Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups