Semigroup stationary processes and spectral representation
Girardin, Valerie ; Senoussi, Rachid
Bernoulli, Tome 9 (2003) no. 3, p. 857-876 / Harvested from Project Euclid
We present an extended definition of the second-order stationarity concept. This is based on the theory of harmonic analysis for semigroups with involution. It provides a spectral representation for a wide class of processes which are non-stationary in the usual weak sense, and allows miscellaneous spectral representation results to be unified. Many applications are given to illustrate the concept. Most of these are already known, %as symmetric, locally %stationary, stationary reducible by space transformation, %multiplicative-stationary processes or processes with independent %increments. but some are new, such as the multiplicative-symmetric processes. We are less concerned with proving fundamental results than with opening up a new field of investigation for spectral representation of non-stationary processes.
Publié le : 2003-10-14
Classification:  non-stationary processes,  positive definite functions,  semigroups with involution,  spectral representation,  stationary processes
@article{1066418881,
     author = {Girardin, Valerie and Senoussi, Rachid},
     title = {Semigroup stationary processes and spectral representation},
     journal = {Bernoulli},
     volume = {9},
     number = {3},
     year = {2003},
     pages = { 857-876},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1066418881}
}
Girardin, Valerie; Senoussi, Rachid. Semigroup stationary processes and spectral representation. Bernoulli, Tome 9 (2003) no. 3, pp.  857-876. http://gdmltest.u-ga.fr/item/1066418881/