On a stationary process induced by an almost periodically correlated process

• Autorzy: Makagon A.
• Języki publikacji: EN

Abstrakty

EN

Each periodically correlated (PC) processes induces a certain infinite dimensional stationary process which reflects the properties of an underlying PC process. The induced process technique is an efficient tool in analysis of PC processes and sequences. In this note we will define a stationary process induced by a uniformly continuous almost periodically correlated process.

Słowa kluczowe

EN

almost periodically correlated proces; induced stationary process

PL

proces skorelowany; proces stacjonarny

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2001
• Tom: Vol. 34, nr 2
• Strony: 321--326
• Opis fizyczny: Bibliogr. 8 poz.

Twórcy

autor

Makagon A.

• Department of Mathematics Hampton University Hampton, VA 26668, U.S.A.

Bibliografia

• [1] E. G. Gladyshev, Periodically and almost PC-random, processes with continuous time parameter, Theory Probab. Appl. 8 (1963), 173-177.
• [2] H. L. Hurd, Correlation theory of almost periodically correlated processes, J. Mult. Analysis 37 (1991), 24-45.
• [3] L. H. Hurd, Almost periodically unitary stochastic processes, Stoch. Processes and Their Appl. 43 (1992), 99-113.
• [4] A. Makagon, A. G. Miamee, H. Salehi, Continuous time periodically correlated processes, spectrum and prediction, Stoch. Proc. Appl. 49 (1994), 277-295.
• [5] A. Makagon, Induced stationary process and structure of locally square integrable periodically correlated processes, Studia Math. 136 (1) (1999), 71-86.
• [6] A. Makagon, Theoretical prediction of periodically correlated sequences, Probability Math. Stat. 19 (2) (1999), 287-322.
• [7] A. Makagon, Characterization of the spectra of a periodically correlated processes, to appear in J. Multivariate Analysis.
• [8] V. S. Varadarajan, Geometry of Quantum Theory, Springer, New York 1985.