M. A. Lifshits, M. Peligrad, “On the spectral density of stationary processes and random fields”, Zap. Nauchn. Sem. POMI, 2015, Volume 441,Pages <nobr>274

This article is cited in 3 papers

On the spectral density of stationary processes and random fields

M. A. Lifshits^ab, M. Peligrad^c

^a MAI, Linköping University, Sweden
^b Department of Mathematics and Mechanics, St. Petersburg State University, Stary Peterhof, 198504, Russia
^c Department of Mathematical Sciences, University of Cincinnati, PO Box 210025, Cincinnati, Oh 45221-0025, USA

Abstract: In this note we show that a stationary sequence obtained by applying a fixed deterministic function to the shifts of a stationary sequence (satisfying a mild regularity condition) has a spectral density. In the multiparametric setting, we obtain a similar result for a function of a shifted i.i.d. field.

Key words and phrases: stationary processes, stationary random fields, spectral density.

UDC: 519.2

Received: 21.10.2015

Language: English