An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process
Probability
2024-07-26 v1 Functional Analysis
Abstract
A new approach to the evanescent part of a two-dimensional weak-stationary stochastic process with the past given by a half-plane is proceed. 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.
Keywords
Cite
@article{arxiv.2407.17970,
title = {An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process},
author = {Zbigniew Burdak and Marek Kosiek and Patryk Pagacz and Marek Słociński},
journal= {arXiv preprint arXiv:2407.17970},
year = {2024}
}
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20 pages