Spectral representation of a Banach-valued stationary random function on a locally compact abelian group

DOI10.1515/GMJ-2014-0023MaRDI QIDQ2016434zbMATH OpenOpenAlexFDO

Authors Tawfik Benchikh

Publication date 20 June 2014

Published in Georgian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/gmj-2014-0023

zbMATH Keywords

Fourier transformrandom measuresspectral measuresstochastic integralslocally compact abelian groupstationary random functioncomplex separable Banach space

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random measures (60G57) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Stochastic integrals (60H05)

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Cited in

(3)

• Approximation of Strictly Stationary Banach-Valued Random Sequence by Fourier Integral
• High-frequency asymptotics for subordinated stationary fields on an abelian compact group
• Principal component analysis for a stationary random function defined on a locally compact abelian group

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