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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

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

Information

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

Rights: Copyright © 1975 Institute of Mathematical Statistics

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Vol.3 • No. 3 • June, 1975
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