Multiplicity theory for multivariate wide sense stationary generalized processes

Dag Tjøstheim

Journal of Multivariate Analysis, 1975, vol. 5, issue 3, 314-321

Abstract: It is shown that the representation theory of a multivariate, purely nondeterministic, wide sense stationary generalized process can be reduced to a study of some isomorphism results established for commutation relations occurring in quantum mechanics. Using this simplification a multiplicity theory is developed. The time domain and spectral representation of the process are investigated in this context, and the concept of a generalized innovations process is introduced.

Keywords: Spectral; multiplicity; Schrodinger; couple; time; domain; representation; spectral; representation (search for similar items in EconPapers)
Date: 1975
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