The Spectrum and the Law of Large Numbers for Infinite Dimensional Stochastic Processes.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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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
- Statistics and Probability