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Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups
Authors:A. Makagon  A. Weron
Affiliation:Institute of Mathematics, Wroclaw Technical University, 50-370 Wroclaw, Poland
Abstract:Salehi and Scheidt [6] have derived several Wold-Cramér concordance theorems for q-variate stationary processes over discrete groups. In this paper we characterize the concordance of the Wold decomposition with respect to families arising in the interpolation problem and the Cramér decomposition for non-full-rank q-variate stationary processes over certain nondiscrete locally compact Abelian (LCA) groups. Moreover, we give an answer to a question of Salehi and Scheidt [6, p. 319] on a characterization of the Wold-Cramér concordance with respect to J0. As corollary we then deduce a characterization of J0-regularity.
Keywords:60G25  43A25 and 43A35  Locally compact Abelian group  Matrix-valued measure  Spectral measure  Linear interpolation  Wold decomposition  Cramér decomposition  Wold-Cramér concordance theorem
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