Commutative nonstationary stochastic fields
Archivum mathematicum, Tome 38 (2002) no. 3, pp. 161-169
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

The present paper is devoted to further development of commutative nonstationary field themes; the first studies in this area were performed by K. Kirchev and V. Zolotarev [4, 5]. In this paper a more complicated variant of commutative field with nonstationary rank 2, carrying into more general situation for correlation function is studied. A condition of consistency (see (7) below) for commutative field is placed in the basis of the method proposed in [4, 5] and developed in this paper. The following semigroup structures of correlation theory for disturbances and semigroups are used in this case: $T_t (\varepsilon )=\exp (it A_{\varepsilon })$, $A_\varepsilon = A_1 +\varepsilon A_2$, $|\varepsilon | \ll 1$.
The present paper is devoted to further development of commutative nonstationary field themes; the first studies in this area were performed by K. Kirchev and V. Zolotarev [4, 5]. In this paper a more complicated variant of commutative field with nonstationary rank 2, carrying into more general situation for correlation function is studied. A condition of consistency (see (7) below) for commutative field is placed in the basis of the method proposed in [4, 5] and developed in this paper. The following semigroup structures of correlation theory for disturbances and semigroups are used in this case: $T_t (\varepsilon )=\exp (it A_{\varepsilon })$, $A_\varepsilon = A_1 +\varepsilon A_2$, $|\varepsilon | \ll 1$.
Classification : 47D99, 47N30, 60G12
Keywords: commutative nonstationary stochastic fields; correlation function; infinitesimal correlation function; contractive semigroup
@article{ARM_2002_38_3_a0,
     author = {Ra'ed, Hatamleh},
     title = {Commutative nonstationary stochastic fields},
     journal = {Archivum mathematicum},
     pages = {161--169},
     year = {2002},
     volume = {38},
     number = {3},
     mrnumber = {1921588},
     zbl = {1068.60051},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ARM_2002_38_3_a0/}
}
TY  - JOUR
AU  - Ra'ed, Hatamleh
TI  - Commutative nonstationary stochastic fields
JO  - Archivum mathematicum
PY  - 2002
SP  - 161
EP  - 169
VL  - 38
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/ARM_2002_38_3_a0/
LA  - en
ID  - ARM_2002_38_3_a0
ER  - 
%0 Journal Article
%A Ra'ed, Hatamleh
%T Commutative nonstationary stochastic fields
%J Archivum mathematicum
%D 2002
%P 161-169
%V 38
%N 3
%U http://geodesic.mathdoc.fr/item/ARM_2002_38_3_a0/
%G en
%F ARM_2002_38_3_a0
Ra'ed, Hatamleh. Commutative nonstationary stochastic fields. Archivum mathematicum, Tome 38 (2002) no. 3, pp. 161-169. http://geodesic.mathdoc.fr/item/ARM_2002_38_3_a0/

[1] Erdelyi, A. (ed.): Higher transcendental functions. McGraw-Hill, New York 1953. | Zbl

[2] Kirchev, K. P.: On a certain class of non-stationary random processes. Teor. Funkts., Funkts. Anal. Prilozh., Kharkov 14 (1971), 150–160 (Russian).

[3] Kirchev, K. P.: Linear representable random processes. God. Sofij. Univ., Mat. Fak. 66 (1974), 287–306 (Russian).

[4] Kirchev, K. P., Zolotarev, V. A.: Nonstationary curves in Hilbert spaces and their correlation functions I. Integral Equations Operator Theory 19 (1994), 270–289. | MR

[5] Kirchev, K. P., Zolotarev, V. A.: Nonstationary curves in Hilbert spaces and their correlation functions II. Integral Equations Operator Theory 19 (1994), 447–457. | MR

[6] Livshits, M. S., Yantsevich, A. A.: Theory of operator colligation in Hilbert space. Engl. transl. J. Wiley, N.Y. 1979. | MR

[7] Zolotarev, V. A.: On open systems and characteristic functions of commuting operator systems. VINITI 857-79, 1-37 (Russian).