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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2007 Volume 52, Issue 2, Pages 398–405 (Mi tvp184)

This article is cited in 3 papers

Short Communications

On spectral domain of periodically correlated processes

A. Makagona, A. Miameea, H. Salehib, A. Soltanic

a Hampton University
b Michigan State University
c Kuwait University

Abstract: The content of this article primarily falls into three sections. Section 1 deals with a basic structural spectral representation theorem for periodically correlated sequences. Section 2 provides a certain class of square integrable functions that is isomorphic to the time domain of the sequence. This complete class is called the spectral domain of the sequence. Section 3 is related to the unsuccessful previous attempts by others to construct a complete function space as the spectral domain. These are natural extensions of the known results for the stationary case to the periodically correlated sequences.

Keywords: spectral domain, periodically correlated sequence, completeness.

Received: 09.03.2002
Revised: 29.07.2004

Language: English

DOI: 10.4213/tvp184


 English version:
Theory of Probability and its Applications, 2008, 52:2, 353–361

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