Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors

DOI10.1016/0047-259X(78)90081-7MaRDI QIDQ1249900zbMATH OpenOpenAlexFDO

Authors Milton Rosenberg

Publication date 1978

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(78)90081-7

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Markov processes (60J99) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Functional calculus for linear operators (47A60) Groups and semigroups of linear operators (47D03) Normed linear spaces and Banach spaces; Banach lattices (46B99) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Cites work

• scientific article; zbMATH DE number 3160575 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• scientific article; zbMATH DE number 3300927 (Why is no real title available?)
• scientific article; zbMATH DE number 3319844 (Why is no real title available?)
• scientific article; zbMATH DE number 3339753 (Why is no real title available?)
• scientific article; zbMATH DE number 3069465 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Dilations as Propagators of Hilbertian Varieties
• Mutual subordination of multivariate stationary processes over any locally compact abelian group
• On Multivariate Wide-sense Markov Processes
• On operator ranges
• Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise
• Separable Functions and the Generalization of Matricial Structure
• Shorted Operators. II
• Spectral integrals of operator-valued functions. II: From the study of stationary processes
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• The time-domain analysis of a continuous parameter weakly stationary stochastic process

Cited in

(1)

• A note on harmonizable and V-bounded processes

This page was built for publication: Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1249900)