On the Multiplicity of a Class of Multivariate Random Processes

Ephremides, A.; Thomas, J. B.

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 2083-2089 / Harvested from Project Euclid

Résumé

Some properties of the multiplicity of a class of multivariate random processes are examined with particular emphasis on the derivation of a necessary and sufficient condition in order that the multiplicity of such a process be equal to one. Discussion is limited to processes with mutually orthogonal univariate components, but possible applications of the results to more general situations are suggested.

Publié le : 1972-12-14
Classification:

@article{1177690889,
     author = {Ephremides, A. and Thomas, J. B.},
     title = {On the Multiplicity of a Class of Multivariate Random Processes},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 2083-2089},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690889}
}

Ephremides, A.; Thomas, J. B. On the Multiplicity of a Class of Multivariate Random Processes. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  2083-2089. http://gdmltest.u-ga.fr/item/1177690889/