Mutual subordination of multivariate stationary processes over any locally compact abelian group

DOI10.1007/BF00538754zbMath0235.60038OpenAlexW2072252230MaRDI QIDQ5644847

Milton Rosenberg

Publication date: 1969

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

Full work available at URL: https://doi.org/10.1007/bf00538754

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Related Items (12)

The restricted subordination problem for stationary sequences ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Abstract Stationary Processes ⋮ Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes ⋮ When is an operator the integral of a given spectral measure ⋮ Spectral integrals of operator-valued functions. II: From the study of stationary processes ⋮ Unnamed Item ⋮ Full subordination and a Radon Nikodym theorem for c.a.o.s. measures ⋮ Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors ⋮ Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes ⋮ Subordination, rank, and determinism of multivariate stationary sequences

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• The decomposition of matrix-valued measures
• Spectral resolution groups of unitary operators
• On Wandering Subspaces for Unitary Operators
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