On the structure of purely non-deterministic stochastic processes

DOI10.1007/BF02592012zbMATH Open0104.11103OpenAlexW2059190817MaRDI QIDQ775009FDOQ775009

Authors: Harald Cramér 

Publication date: 1961

Published in: Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592012

zbMATH Keywords

probability theory

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
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• Canonical representations of Gaussian processes and their applications
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• Sur une classe de courbes de l'espace de Hilbert et sur une équation intégrale non linéaire

Cited In (19)

• On the growth of a q-variate stationary stochastic process
• Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes
• A property of random processes with unit multiplicity
• On random processes linearly equivalent to white noise
• Age, innovations and time operator of networks
• Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory
• A module theoretic interpretation of multiplicity and rank of a stationary random process
• The aftermath of Cramér's work on stochastic processes
• A system theoretic representation of mechanical systems. II. Stochastic interpretation
• On the multiplicity of a stochastic vector process
• Hida-Cramér Multiplicity Theory for Multiple Markov Processes and Goursat Representations
• Stochastic analysis of Gaussian processes via Fredholm representation
• Title not available (Why is that?)
• Representation of self-similar Gaussian processes
• Mixed orthogonality graphs for continuous-time stationary processes
• On Multivariate Wide-sense Markov Processes
• Financial time operator for random walk markets
• On the measures induced on L\(_2\) by a stochastic process
• Linear innovation theorems

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