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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2007 Volume 13(29), Issue 4, Pages 177–182 (Mi thsp243)

Spectral analysis of multivariate stationary random functions on some massive groups

Oleksander Ponomarenko, Yuriy Perun

Department of Probability and Mathematical Statistics, Kiev National Tarasa Shevchenko University, Kiev, Ukraine

Abstract: The spectral representations for wide sense stationary multivariate random functions and for their covariance functions on two classes of additive vector groups are obtained under some assumptions about continuity of such functions. The first class is nuclear topological groups and the second class is additive group of real vector space equipped with the finite topology.

Keywords: Stationary random functions in Hilbert space, nuclear group, real vector space, spectral representation.

MSC: 60G10, 60G57

Language: English



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