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stationary Markov process innovation T-positivity 1
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Makagon, A. 1 Mandrekar, V. 1
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Journal of Multivariate Analysis 1
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On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani
Makagon, A.; Mandrekar, V. - In: Journal of Multivariate Analysis 29 (1989) 1, pp. 68-83
This paper gives innovation of an infinite-dimensional isometric Markov stationary process. In terms of this innovation the process is expressed as an Ornstein-Uhlenbeck process. The result includes the innovation results provided earlier by Masani and Okabe. We use techniques of Nagy dilation...
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