Periodically correlated multivariate second order random distribution fields and stationary cross correlatedness

DOI10.1016/J.JFA.2014.07.019MaRDI QIDQ403318zbMATHOpenAlexFDO

Authors Pastorel Gaspar, Lavinia Sida

Publication date 29 August 2014

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

Full work available at URL https://doi.org/10.1016/j.jfa.2014.07.019

zbMATH Keywords

random distribution fieldsoperator periodically correlatednessstationarily cross correlatednessstochastic fields

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random fields (60G60) Classical almost periodic functions, mean periodic functions (42A75)

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• Characterization of the spectra of periodically correlated processes
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• Induced stationary process and structure of locally square integrable periodically correlated processes
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Stationary random distributions

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• Cross-correlations and joint gaussianity in multivariate level crossing models
• Stochastic mappings and random distribution fields. III: Module propagators and uniformly bounded linear stationarity.
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• The geometry of time-varying cross-correlation random fields
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