双参数弱平稳随机过程的倏逝部分的算子理论方法

IF 1.6 3区数学 Q2 STATISTICS & PROBABILITY Journal of Multivariate Analysis Pub Date : 2025-09-01 Epub Date: 2025-04-15 DOI:10.1016/j.jmva.2025.105445

Zbigniew Burdak , Marek Kosiek , Patryk Pagacz , Marek Słociński

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引用次数: 0

摘要

给出了一种求解二维弱平稳随机过程的消失部分的新方法。Helson和Lowdenslager的经典结果将两参数弱平稳随机过程分为三部分。在本文中，我们描述了最难以触及的部分——易逝部分。此外，我们指出这部分如何取决于过去的形状。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process

A new approach to the evanescent part of a two-dimensional weak-stationary stochastic process with the past given by a half-plane is proceeded. The classical result due to Helson and Lowdenslager divides a two-parametric weak-stationary stochastic process into three parts. In this paper, we describe the most untouchable one — the evanescent part. Moreover, we point out how this part depends on the shape of the past.

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来源期刊

Journal of Multivariate Analysis 数学-统计学与概率论

CiteScore

2.40

自引率

25.00%

发文量

108

审稿时长

74 days

期刊介绍： Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data. The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of Copula modeling Functional data analysis Graphical modeling High-dimensional data analysis Image analysis Multivariate extreme-value theory Sparse modeling Spatial statistics.