Random Shifts of Stationary Processes

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Abstract:

A variety of results concerning strongly stationary processes with smooth trajectories turns out to be derivable from a theorem, which extends the formula for changing the variable in the differential on the real axis to the case of measure spaces with a one-parameter group of measure preserving transformations. The paper starts with the statement of three results, which will be shown in the end to be special cases of the main theorem. The middle part consists of the formulation and proof of this main theorem.

Author(s):
Dinges, Hermann
Author Organization(s):
MATHEMATISCHES INSTITUT DER TECHNISCHEN HOCHSCHULE MUNCHEN Germany
Descriptive Note:
Conference Paper
Supplementary Note:
Berkeley Symposium on Mathematical Statistics and Probability (5th) - Volume 2, Part 1 , 21 Jun 1965, 18 Jul 1965,
Pagination:
0019

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release;

RECORD

Collection: TR
Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning; JCA_6.1_Information Transport; JCA_6_Net Centric; JCA_1.2_Force Preparation; JCA_1_Force Support
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
probability, theorems, functions (mathematics), integrals, stationary processes, trajectories, equations, TRANSFORMATIONS (MATHEMATICS), DIFFERENTIAL EQUATIONS
Field(s)/Group(s):
Theoretical Mathematics
Keyword(s):
random shift
Report Date:
1966 Jan 01
Creation Date:
2017 Jul 18