On spectral and random measures associated to discrete and continuous-time processes (Q1871266)
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English | On spectral and random measures associated to discrete and continuous-time processes |
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On spectral and random measures associated to discrete and continuous-time processes (English)
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7 May 2003
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For each \(i=1, 2\), let \((X_{g_i})_{g_i\in G_i}\) be a complex Hilbertian stationary process where the index space \(G_i\) is a locally compact Abelian group with dual space admitting a countable basis. Let \(Z_i\) (respectively \(\varepsilon_i\)) denote a random measure (respectively spectral measure) associated to the stationary process \((X_{g_i})_{g_i\in G_i}\), \(i=1, 2.\) Tensor products \(\varepsilon_1\otimes \varepsilon_2\) and \(Z_1\otimes Z_2\) are studied for both continuous and discrete time spaces. An example for the product of scalar and vector-valued stationary processes is given.
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random measure
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spectral measure
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tensor product
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product of measures
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convolution measure
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stationary process
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Fubini type theorem
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