Completely regular multivariate stationary process and the Muckenhoupt condition
概率论
2007-05-23 v1
摘要
We give necessary and sufficient conditions for a multivariate stationary stochastic process to be completely regular. We also give the answer to a question of V.V. Peller concerning the spectral measure characterization of such processes.
引用
@article{arxiv.math/9712279,
title = {Completely regular multivariate stationary process and the Muckenhoupt condition},
author = {Sergei Treil and Alexander Volberg},
journal= {arXiv preprint arXiv:math/9712279},
year = {2007}
}