Random Vectors with Values in Quaternion Hilbert Spaces

DOI10.1137/S0040585X97976696zbMath0943.60004OpenAlexW2002714615MaRDI QIDQ4252978

Nicholas N. Vakhania

Publication date: 23 June 1999

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97976696

zbMATH Keywords

quaternion Hilbert spaceC-Gaussian random vectorsC-proper operatorsC-proper random vectorscovariance and cross-covariance operators of quaternions random vectorsQ-Gaussian random vectorsQ-proper operatorsQ-proper random vectorsquaternion Gaussian random variablequaternion random vectorR-Gaussian random vectorsR-proper operatorsR-proper random vectors

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11)

Related Items (9)

Some Peculiarities of Quaternionic Linear Spaces ⋮ On complexification of real spaces and its manifestations in the theory of Bochner and Pettis integrals ⋮ Augmented second-order statistics of quaternion random signals ⋮ Brownian motion in the framework of quaternion analysis ⋮ On the Skitovich-Darmois theorem for complex and quaternion random variables ⋮ Semi-widely linear estimation algorithms of quaternion signals with missing observations and correlated noises ⋮ On some new properties of quaternion functions ⋮ Interaction of elastic and scalar fields ⋮ Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices

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