Accession Number:

AD0262736

Title:

ON THE STRICTLY STATIONARY PROCESS WITH ADDITIVE SPECTRUM

Descriptive Note:

Corporate Author:

COLUMBIA UNIV NEW YORK

Personal Author(s):

Report Date:

1961-08-30

Pagination or Media Count:

31.0

Abstract:

Suppose Xt, - t , is a real-valued weakly stationary process of the second order, i.e., Xt has the second moment and h EXthXt cos h dS , m EXt are independent o t, then Xt has the spectral resolution Xt ei t dZ cos td sin td , with obvious notations. If further Xt is Gaussian, then , 0 and , 0 are independent and identically distributed Gaussian processes with independent increments. By , , 0 is denoted a two-dimensional process with independent increments additive process, i.e., any number of increments k1 - k, k1 - k, 1 k n, are independent if 0 1 2... n1. Author

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Distribution Statement:

APPROVED FOR PUBLIC RELEASE