pith. sign in

arxiv: math/0507332 · v2 · pith:YRZBZEQUnew · submitted 2005-07-16 · 🧮 math.PR

Generalized stationary random fields with linear regressions - an operator approach

classification 🧮 math.PR
keywords operatorrandomanalysisapproachconditionalexaminedexistenceexpectations
0
0 comments X
read the original abstract

Existence, $L^2$-stationarity and linearity of conditional expectations $\wwo{X_k}{...,X_{k-2},X_{k-1}}$ of square integrable random sequences $\mathbf{X}=(X_{k})_{k\in\mathbb{Z}}$ satisfying \[ \wwo{X_k}{...,X_{k-2},X_{k-1},X_{k+1},X_{k+2},...}=\sum_{j=1}^\infty b_j(X_{k-j}+X_{k+j}) \] for a real sequence $(b_n)_{n\in\nat}$, is examined. The analysis is reliant upon the use of Laurent and Toeplitz operator techniques.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.