Locally stationary stochastic processes and Weyl symbols of positive operators |
| |
Authors: | Patrik Wahlberg |
| |
Institution: | 1.Dipartimento di Matematica,Università di Torino,Torino,Italy |
| |
Abstract: | The paper treats locally stationary stochastic processes. A connection with the Weyl symbols of positive operators is observed
and explored. We derive necessary conditions on the two functions that constitute the covariance function of a locally stationary
stochastic process, some of which use this connection to time-frequency analysis and pseudodifferential operators. Finally,
we discuss briefly the subclass of Cohen’s class of time–frequency representations having separable kernels, which is related
to locally stationary stochastic processes. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|