Some remarks on Jo-regularity and Jo-singularity of q-variate stationary processes

• Autorzy: Klotz L. , Schmidt F.
• Języki publikacji: EN

Abstrakty

EN

We give a new proof of Makagon’s and Weron’s criterion for J_o-regularity (see [4], Theorem 5.3), and discuss some conditions of J_o-singularity of q-variate stationary processes.

Słowa kluczowe

EN

Makagon’s criterion; Weron’s criterion; stationary process

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1998
• Tom: Vol. 18, Fasc. 2
• Strony: 351--357
• Opis fizyczny: Bibliogr. 6 poz.

Twórcy

autor

Klotz L.

• Fakultät für Mathematik/Informatik, Universität ' 04109 Leipzig, Germany

autor

Schmidt F.

• Institut für Mathematische Stochastik, Fachrichtung Mathematik, Technische Universität, 01062 Dresden, Germany

Bibliografia

• [1] R. V. Kadison and J. R. Ringrose, Fundamentals of the Theory of Operator Algebras, Vol. I. Elementary Theory, Academic Press, New York 1983.
• [2] A. Makagon and H. Salehi, Notes on infinite dimensional stationary sequences, in: Probability Theory on Vector Spaces. IV, S. Cambanis and A. Weron (Eds.), Lecture Notes in Math. 1391 (1989), pp. 200-238.
• [3] A. Makagon and A. Weгon, q-variate minimal stationary processes, Studia Math. 59 (1976), pp. 41-52.
• [4] — Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact abelian groups, J. Multivariate Anal. 6 (1976), pp. 123-137.
• [5] R. F. Matveev, On singular multidimensional stationary processes (in Russian), Teor. Veroyatnost. i Primenen. 5 (1960), pp. 38-44.
• [6] M. Rosenberg, Mutual subordination of multivariate stationary processes over any locally compact group, Z. Wahrsch. Verw. Gebiete 12 (1969), pp. 333-343.