Spectral Multiplicity for Second-Order Stochastic Processes
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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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.
- Theoretical Mathematics
- Statistics and Probability