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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 4, страницы 104–113 (Mi thsp217)

Multivariate random fields on some homogeneous spaces

Oleksander  Ponomarenkoa, Yuriy Perunb

a Department of Probability and Mathematical Statistics, Kiev National Tarasa Shevchenko University, Kiev, Ukraine
b Department of Auditing, National Bank of Ukraine, Kiev, Ukraine

Аннотация: The generalized continuous random fields of second order with values in arbitrary complex normed space $X$ in the case when their arguments belong to homogeneous space with compact transformation group $G$ are considered. Such fields are harmonizable in some sense. The spectral representations of homogeneous random fields in $X$ and $G$-invariant positive definite operator-valued kernels are obtained. The special case of random fields with values in complex Hilbert space and random fields on three-dimensional spheres are also studied.

Ключевые слова: Generalized random fields of second order in normed spaces, homogeneous space with compact transformation group, unitary representations, spectral representations, harmonizable field, invariant positive definite operator-valued kernels.

MSC: 0G10, 60G57

Язык публикации: английский



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