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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1977 Volume 72, Pages 132–139 (Mi znsl1970)

Projection of processes with orthogonal increments and subordinated processes

T. N. Siraya


Abstract: Second-order random processes are considered as curves in a Hilbert space $\mathscr H$ of random variables $\xi$ with $E_\xi=0$, $E|\xi|^2<\infty$. Processes which are a projection of a given process $x(t)$ with orthogonal increments on some subspaces of $\mathscr H$ are considered. Processes subordinate to $x(t)$ are also considered.

UDC: 519.662


 English version:
Journal of Soviet Mathematics, 1983, 23:3, 2314–2319

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