Hilbert and Banach Space-Valued Stochastic Processes
Yûichirô Kakihara · 2021
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This book provides a research-expository treatment of infinite-dimensional stationary and nonstationary stochastic processes or time series, based on Hilbert space valued second order random variables. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes as well as the stationary class. A new type of the Radon–Nikodým derivative of a Banach space valued measure is introduced, together with Schauder basic measures, to study uniformly bounded linearly stationary processes.
Book details
- Year
- 2021
- Language
- English
- Series
- Series on Multivariate Analysis: Volume 13
- Publisher
- World Scientific Publishing Co Pvt Ltd
- Editions
- 1
- Pages
- 540
- ISBN
- 9789811211744
Data source: Wikidata