On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani

A. Makagon and V. Mandrekar

Journal of Multivariate Analysis, 1989, vol. 29, issue 1, 68-83

Abstract: This paper gives innovation of an infinite-dimensional isometric Markov stationary process. In terms of this innovation the process is expressed as an Ornstein-Uhlenbeck process. The result includes the innovation results provided earlier by Masani and Okabe. We use techniques of Nagy dilation theory which also yield a direct proof of the main result of Okabe on the structure of T-positive processes.

Keywords: stationary; Markov; process; innovation; T-positivity (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(89)90077-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:29:y:1989:i:1:p:68-83

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().