Stochastic processes and their spectral representations over non-Archimedean fields (Q1930210)

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Stochastic processes and their spectral representations over non-Archimedean fields
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    Stochastic processes and their spectral representations over non-Archimedean fields (English)
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    10 January 2013
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    The author studies stochastic processes \(x(t)\) in the following setting. The values of \(x(t)\) are from a finite-dimensional or infinite-dimensional vector space over a non-Archimedean field \(K\) of zero characteristic. The time parameter \(t\) belongs to a topological space with various additional properties (such as a totally disconnected group or semigroup, etc.). In this generality, the author defines and studies stochastic integrals with respect to \(K\)-valued random measures. Spectral decompositions of \(\mathbb C_p\)-valued stationary stochastic processes \(x(t)\), \(t\in \mathbb C_r\), \(p\neq r\), are proved.
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    non-Archimedean field
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    stochastic integral
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    stationary stochastic process
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