Geodesic
A class of stationary stochastic processes
Victor D. Didenko 1   ; Natalia A. Rozhenko 1
1 Universiti Brunei Darussalam BE1410 Bandar Seri Begawan, Brunei
Studia Mathematica, Tome 222 (2014) no. 3, pp. 191-205 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.
DOI : 10.4064/sm222-3-1
Keywords: regular stationary stochastic vector processes whose spectral densities boundary values matrix functions bounded nevanlinna characteristic considered criterion representability processes output linear time invariant dynamical systems established

Victor D. Didenko  1   ; Natalia A. Rozhenko  1

1 Universiti Brunei Darussalam BE1410 Bandar Seri Begawan, Brunei 
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Victor D. Didenko; Natalia A. Rozhenko. A class of stationary stochastic processes. Studia Mathematica, Tome 222 (2014) no. 3, pp. 191-205. doi: 10.4064/sm222-3-1

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