Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
From MaRDI portal
Publication:3322912
DOI10.1007/BF00535340zbMath0537.60008MaRDI QIDQ3322912
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
interpolation problem; weak law of large numbers; minimal process; interpolator; harmonizable stable process
60E07: Infinitely divisible distributions; stable distributions
60G07: General theory of stochastic processes
60B15: Probability measures on groups or semigroups, Fourier transforms, factorization
Related Items
Density of systems of trigonometric polynomials in \(L^p\), \(0<p<1\), Ergodic properties of stationary stable processes, Wold decomposition, prediction and parameterization of stationary processes with infinite variance, The spectral representation of stable processes: Harmonizability and regularity, A note on ergodic symmetric stable processes, On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems, On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes, A characterization of mixing processes of type G
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Spectral density estimation for stationary stable processes
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes
- Lln for weakly stationary processes on locally compact Abelian groups
- Spectral analysis for a random process on the sphere
- Lectures on prediction theory. Delivered at the University Erlangen-Nürnberg 1966. Prepared for publication by J. Rosenmüller
- Prediction of stable processes: Spectral and moving average representations
- Linear Problems in Linear Problems inpth Order and Stable Processes
- Walsh Spectral Analysis
- Harmonizable stable processes
- On characterizations of interpolable and minimal stationary processes
- q-variate minimal stationary processes
- Interpolation of Homogeneous Random Fields on Discrete Groups
- Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups