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Multiplicity theory for multivariate wide sense stationary generalized processes
Authors:Dag Tjøstheim
Affiliation:NTNF/NORSAR, Kjeller, Norway
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.
Keywords:60G10  60G20  Spectral multiplicity  Schrödinger couple  time domain representation  spectral representation
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