Accession Number : ADA256788
Title : Spectral Multiplicity for Second-Order Stochastic Processes
Descriptive Note : Technical rept.
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Baker, C R
Report Date : Mar 1991
Pagination or Media Count : 26
Abstract : The theory of spectral multiplicity for second-order stochastic processes is developed from first principles. Each of the representations originally obtained by Cramer and by Hida is developed. The Hellinger-Hahn theorem on multiplicity in Hilbert space is obtained as a corollary, instead of being used to provide the representations.
Descriptors : *STOCHASTIC PROCESSES , THEORY , FUNCTIONAL ANALYSIS , HILBERT SPACE , THEOREMS , BANACH SPACE
Subject Categories : Theoretical Mathematics
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE