Multiplicity Properties of Stationary Second Order Random Fields

Chiang Tse-Pei
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Chiang Tse-Pei: Peking University, Department of Probability and Statistics

A chapter in Stochastic Processes, 1993, pp 31-40 from Springer

Abstract: Abstract In this paper, we give a necessary and sufficient spectral criterion by which the multiplicity M 0 can be completely determined. The equivalence relation between the weak commutation property and M 0=1 is proved.

Keywords: 60G60; 60G25; stationary random fields. Wold decompositions; commutation property; innovation subspaces; multiplicity spectral criterion (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_5

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DOI: 10.1007/978-1-4615-7909-0_5

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