Hilbert and Banach Space-Valued Stochastic Processes

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.

שנה

2021

שפה

English

סדרה

Series on Multivariate Analysis: Volume 13

הוצאה

World Scientific Publishing Co Pvt Ltd

מהדורות

1

עמודים

540

ISBN

9789811211744

מקור הנתונים: Wikidata