Multiplicity theory for multivariate wide sense stationary generalized processes |
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Authors: | Dag Tjøstheim |
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Affiliation: | NTNF/NORSAR, Kjeller, Norway |
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Abstract: | It is shown that the representation theory of a multivariate, purely nondeterministic, wide sense stationary generalized process can be reduced to a study of some isomorphism results established for commutation relations occurring in quantum mechanics. Using this simplification a multiplicity theory is developed. The time domain and spectral representation of the process are investigated in this context, and the concept of a generalized innovations process is introduced. |
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Keywords: | 60G10 60G20 Spectral multiplicity Schrödinger couple time domain representation spectral representation |
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