Stochastic Mappings and Random Distribution Fields II. Stationarity
Functional Analysis
2014-04-08 v1
Abstract
As a continuation of [GasparPopa] this paper treats the stationary and stationarily cross-correlated multivariate stochastic mappings. Moreover for the case of multivariate random distribution fields, a particular form for the operator cross covariance distribution is given, from which a Kolmogorov type isomorphism theorem and a spectral representation of a stationary multivariate random distribution field are derived.
Keywords
Cite
@article{arxiv.1404.1512,
title = {Stochastic Mappings and Random Distribution Fields II. Stationarity},
author = {Pastorel Gaspar and Lorena Popa},
journal= {arXiv preprint arXiv:1404.1512},
year = {2014}
}
Comments
14 pages, preliminary version