On singularity and Lebesgue type decomposition for operator-valued measures

The concepts of absolute continuity and singularity for operator-valued measures are introduced and Radon-Nikodym and Lebesgue decomposition theorems for such measures are established. These theorems reduce directly to the classical results in the scalar case. The results have interesting applications to the theory of infinite-dimensional stationary stochastic processes.

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Year of publication:	1971
Authors:	Mandrekar, V. ; Salehi, H.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 1.1971, 2, p. 167-185
Publisher:	Elsevier
Keywords:	Operator-valued measure absolute continuity singularity Radon-Nikodym theorem Lebesgue type decomposition theorem stationary stochastic processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199467