A note on harmonizable and V-bounded processes
Let H be a Hilbert space and B(H) be the algebra of all bounded linear operators on H. Normal Hilbert B(H)-module valued processes are studied over a locally compact abelian group as models for infinite variate or Hilbert space valued stochastic processes. Harmonizability of Rozanov type and V-boundedness are defined for such processes. It is shown that a process is harmonizable if and only if it is V-bounded and continuous. A necessary and sufficient condition is given for a process to have a stationary dilation.
Year of publication: |
1985
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Authors: | Kakihara, Yûichirô |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 16.1985, 1, p. 140-156
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Publisher: |
Elsevier |
Keywords: | normal Hilbert B(H)-modules harmonizable processes V-bounded processes stationary dilation operator semivariation orthogonally scattered dilation |
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