Accession Number:

ADA256788

Title:

Spectral Multiplicity for Second-Order Stochastic Processes

Descriptive Note:

Technical rept.

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1991-03-01

Pagination or Media Count:

26.0

Abstract:

The theory of spectral multiplicity for second-order stochastic processes is developed from first principles. Each of the representations originally obtained by Cramer and by Hida is developed. The Hellinger-Hahn theorem on multiplicity in Hilbert space is obtained as a corollary, instead of being used to provide the representations.

Subject Categories:

  • Theoretical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE