Deduction of Wold Representation of Stationary Processes from Cramer Representation of Second-Order Processes

Z. Ivkovic

doi:10.1214/aop/1176996360

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Home > Journals > Ann. Probab. > Volume 3 > Issue 3 > Article

June, 1975 Deduction of Wold Representation of Stationary Processes from Cramer Representation of Second-Order Processes

Z. Ivkovic

Ann. Probab. 3(3): 546-548 (June, 1975). DOI: 10.1214/aop/1176996360

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Abstract

The Wold representation of wide-sense stationary processes with continuous parameter is obtained from a general Cramer representation of second-order processes, continuous in quadratic mean.

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Z. Ivkovic. "Deduction of Wold Representation of Stationary Processes from Cramer Representation of Second-Order Processes." Ann. Probab. 3 (3) 546 - 548, June, 1975. https://doi.org/10.1214/aop/1176996360

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Published: June, 1975

First available in Project Euclid: 19 April 2007

zbMATH: 0344.60027

MathSciNet: MR372974

Digital Object Identifier: 10.1214/aop/1176996360

Subjects:

Primary: 60G05

Secondary: 60G10

Keywords: absolutely continuous measure , cyclic space , Purely nondeterministic second-order process , spectral type of cyclic space , spectral type of the process , unitary operator

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Ann. Probab.

Vol.3 • No. 3 • June, 1975

Institute of Mathematical Statistics

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Z. Ivkovic "Deduction of Wold Representation of Stationary Processes from Cramer Representation of Second-Order Processes," The Annals of Probability, Ann. Probab. 3(3), 546-548, (June, 1975)

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