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Jh-Singularity and Jh-Regularity of Multivariate Stationary Processes Over LCA Groups

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Abstrakty
EN
Let G be an LCA group, Γ its dual group, and H a closed subgroup of G such that its annihilator Λ is countable. Let M denote a regular positive semidefinite matrix-valued Borel measure on Γ and L2(M) the corresponding Hilbert space of matrix-valued functions square-integrable with respect to M. For g∈G, let Zg be the closure in L2(M) of all matrix-valued trigonometric polynomials with frequencies from g+H. We describe those measures M for which Zg = L2(M) as well as those for which ∩g∈GZg={0} Interpreting M as a spectral measure of a multivariate wide sense stationary process on G and denoting by JH the family of H-cosets, we obtain conditions for JH-singularity and JH-regularity.
Rocznik
Strony
173--192
Opis fizyczny
Bibliogr. 22 poz.
Twórcy
autor
  • Fakultät für Mathematik und Informatik, Universität Leipzig, D-04109 Leipzig, Germany
  • Departamento de Matemática, Facultad de Ingeniería, Universidad de Buenos Aires
  • Instituto Argentino de Matemática “A. Calderón”, CONICET Saavedra 15, 3 piso, CABA C1083ACA, Argentina
Bibliografia
  • [1] E. A. Azoff, Borel measurability in linear algebra, Proc. Amer. Math. Soc. 42 (1974), 346-350.
  • [2] J. Feldman and F. P. Greenleaf, Existence of Borel transversals in groups, Pacific J. Math. 25 (1968), 455-461.
  • [3] P. Halmos, A Hilbert Space Problem Book, Grad. Texts in Math. 19, Springer, 1982.
  • [4] I. S. Kats, On Hilbert spaces generated by monotone Hermitian matrix-functions, Khar’kov Gos. Univ. Uch. Zap. 34 = Zap. Mat. Otd. Fiz.-Mat. Fak. i Khar’kov. Mat. Obshch. (4) 22 (1950), 95-113 (in Russian).
  • [5] L. Klotz, The maximal J -regular part of a q-variate weakly stationary process, Probab. Math. Statist. 22 (2002), 155-165.
  • [6] L. Klotz, Some remarks on an interpolation problem of A. M. Yaglom, Teor. Veroyatn. Primen. 51 (2006), 425-433.
  • [7] L. Klotz and J. M. Medina, JH-regular Borel measures on locally compact abelian groups, Acta Math. Hungar. 159 (2019), 42-54.
  • [8] L. Klotz and J. M. Medina, Density in L2(Γᶙ) of certain families of functions on LCA groups related to the multi-channel sampling problem, Numer. Funct. Anal. Optim. 41 (2020), 1642-1665.
  • [9] L. Klotz and M. Riedel, Periodic observations of harmonizable symmetric stable sequences, Probab. Math. Statist. 25 (2005), 289-306.
  • [10] A. N. Kolmogorov, Stationary sequences in Hilbert’s space, Boll. Moskov. Gos. Univ. Mat. 2 (1941), no. 6, 40 pp.
  • [11] S. P. Lloyd, A sampling theorem for stationary (wide sense) stochastic processes, Trans. Amer. Math. Soc. 92 (1959), 1-12.
  • [12] J. M. Medina, L. P. Klotz, and M. Riedel, Density of spaces of trigonometric polynomials with frequencies from a subgroup in Lα-spaces, C. R. Math. Acad. Sci. Paris 356 (2018), 586-593.
  • [13] T. K. Pogány and P. M. Peruničić, On the multidimensional sampling theorem, Glas. Mat. Ser. III 36(56) (2001), 155-167.
  • [14] M. Pourahmadi, A sampling theorem for multivariate stationary processes, J. Multivariate Anal. 13 (1983), 177-186.
  • [15] M. Rosenberg, The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure, Duke Math. J. 31 (1964), 291-298.
  • [16] Yu. A. Rozanov, Stationary Random Processes, Gos. Izdat. Fiz.-Mat. Lit., Moscow, 1963 (in Russian).
  • [17] H. Salehi, On interpolation of q-variate stationary stochastic processes, Pacific J. Math. 28 (1969), 183-191.
  • [18] H. Salehi and J. K. Scheidt, Interpolation of q-variate weakly stationary stochastic processes over a locally compact abelian group, J. Multivariate Anal. 2 (1972), 307-331.
  • [19] Yu. L. Shmul’yan, An operator Hellinger integral, Mat. Sb. (N.S.) 49 1959, 381-430 (in Russian).
  • [20] H. Wold, A study in the analysis of stationary time series, Diss. Uppsala, Almqvist & Wiksell, 1938.
  • [21] A. M. Yaglom, On problems about the linear interpolation of stationary random sequences and processes, Uspekhi Mat. Nauk (N.S.) 4 (1949), no. 4, 173-178 (in Russian).
  • [22] V. N. Zasuhin, On the theory of multidimensional stationary random processes, C. R. (Dokl.) Acad. Sci. URSS (N.S.) 33 (1941), 435-437.
Uwagi
Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-902a06cb-613b-448e-80cc-fa635bd1ace5
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