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.
Publié le : 1975-06-14
Classification:
Purely nondeterministic second-order process,
spectral type of the process,
unitary operator,
absolutely continuous measure,
cyclic space,
spectral type of cyclic space,
60G05,
60G10
@article{1176996360,
author = {Ivkovic, Z.},
title = {Deduction of Wold Representation of Stationary Processes from Cramer Representation of Second-Order Processes},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 546-548},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996360}
}
Ivkovic, Z. Deduction of Wold Representation of Stationary Processes from Cramer Representation of Second-Order Processes. Ann. Probab., Tome 3 (1975) no. 6, pp. 546-548. http://gdmltest.u-ga.fr/item/1176996360/