Accession Number:

AD0736950

Title:

On Hilbert Space Methods in Stochastic Processes,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

5.0

Abstract:

The paper discusses the representation and analysis of stochastic processes with sample functions in a real and separable Hilbert space. For a pair of stochastic processes, whose sample functions may belong to two different Hilbert spaces, a structure for representation is presented. Some basic results on charactization are then given, including the case of jointly Gaussian processes. Author

Subject Categories:

  • Statistics and Probability
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE