On the integral with respect to the tensor product of two random measures |
| |
| Authors: | Alain Boudou |
| |
| Institution: | Institut de Mathématiques, Equipe de Statistique et Probabilités, UMR 5219 CNRS, Université Paul Sabatier, 118 Route de Narbonne, 31062 Toulouse cedex, France |
| |
| Abstract: | A Fubini-type formula for the integral with respect to the tensor product of two random measures is established in an intrinsic way. This permits one to consider a convolution product. The results are applied to a stationary continuous random function (which may be multiplicatively written with two stationary components) and to principal component analysis in the frequency domain. |
| |
| Keywords: | 28A35 60G57 62H99 |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
