Spectral densities describing off-white noises
Tsirelson, Boris
Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002), p. 1059-1069 / Harvested from Numdam
Publié le : 2002-01-01
@article{AIHPB_2002__38_6_1059_0,
     author = {Tsirelson, Boris},
     title = {Spectral densities describing off-white noises},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {38},
     year = {2002},
     pages = {1059-1069},
     mrnumber = {1955353},
     zbl = {1018.60040},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2002__38_6_1059_0}
}
Tsirelson, Boris. Spectral densities describing off-white noises. Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002) pp. 1059-1069. http://gdmltest.u-ga.fr/item/AIHPB_2002__38_6_1059_0/

[1] J.L. Doob, Stochastic Processes, Wiley, 1953. | MR 58896 | Zbl 0053.26802

[2] H. Helson, D. Sarason, Past and future, Math. Scand. 21 (1967) 5-16. | MR 236989 | Zbl 0241.60029

[3] I.A. Ibragimov, Y.A. Rozanov, Gaussian Random Processes, Springer, 1978, (Transl. from Russian 1970). | MR 543837 | Zbl 0392.60037

[4] K. Itô, Stationary random distributions, Mem. Coll. Sci. Univ. Kyoto, Ser. A. Math. 28 (3) (1954) 209-223. | MR 65060 | Zbl 0059.11505

[5] V.V. Peller, Hankel operators of class Sp and their applications (rational approximations, Gaussian processes, the problem of majorizing operators), Math. USSR Sbornik 41 (4) (1982) 443-479, (Transl. from Russian 1980). | MR 647702 | Zbl 0478.47015

[6] B. Tsirelson, From slightly coloured noises to unitless product systems, preprint, math.FA/0006165.