Multiplicity theory for multivariate wide sense stationary generalized processes
It is shown that the representation theory of a multivariate, purely nondeterministic, wide sense stationary generalized process can be reduced to a study of some isomorphism results established for commutation relations occurring in quantum mechanics. Using this simplification a multiplicity theory is developed. The time domain and spectral representation of the process are investigated in this context, and the concept of a generalized innovations process is introduced.
Year of publication: |
1975
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Authors: | Tjøstheim, Dag |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 3, p. 314-321
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Publisher: |
Elsevier |
Keywords: | Spectral multiplicity Schrodinger couple time domain representation spectral representation |
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