Discrete representations of second order random functions. II

DOI10.1090/S0094-9000-2014-00911-4zbMATH Open1300.60047MaRDI QIDQ2923391FDOQ2923391

Authors: O. I. Ponomarenko 

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

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zbMATH Keywords

Hilbert-Schmidt operatorsbasis type representationsgeneralized random functions assuming values in a Hilbert spacerandom functions defined on a compact topological spaceKarhunen-Loève type representations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Random measures (60G57)

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• Theory of stochastic processes. With applications to financial mathematics and risk theory
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Cited In (5)

• Title not available (Why is that?)
• Discrete representations of second order random functions. I
• Title not available (Why is that?)
• Title not available (Why is that?)
• Integral representations of second order processes

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