Accession Number:

ADA162833

Title:

Product Stochastic Measures.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s):

Report Date:

1985-10-01

Pagination or Media Count:

30.0

Abstract:

The concept of symmetric tensor product of a Hilbert space is used to construct a product measure of orthogonally scattered measures. The result is applied to the construction of an sq L-valued product stochastic measure p.s.m. of non-identically distributed sq-L-valued independently scattered measures. Using the theory of vector valued measures we construct multiple integrals with respect to the p.s.m. A relationship between the theory of multiple stochastic integrals and the theory of vector valued measures is established. Keywords exponential space orthogonality.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE