Accession Number:

AD0735832

Title:

The Spectrum and the Law of Large Numbers for Infinite Dimensional Stochastic Processes.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1971-12-01

Pagination or Media Count:

17.0

Abstract:

Helleys 1st and 2nd theorems for trace class-valued distributions are established. Using these theorems the concept of spectrum for an infinite dimensional, not necessarily stationary, stochastic process is introduced, and a law of large numbers for processes which admit a spectrum is obtained. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE