Spectral representation and extrapolation of stationary random processes on linear spaces (Q2772074)

The authors study continuous Banach-space-valued stationary processes \({\mathbf X}\) on a linear space \({\mathcal L}\) over \({\mathbb R}\). An analogue of Stone's theorem for a group of unitary operators over \({\mathcal L}\) is derived. An application of this result gives a spectral representation for \({\mathbf X}\) and its covariance function. Prediction problems are studied for continuous Hilbert-Schmidt operator-valued stationary processes on \({\mathcal L}\) using integral representation of the spectral space of the processes.