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Displaying similar documents to “A generalized fundamental identity”

Linear transformations of locally stationary processes

Jiří Michálek (1989)

Aplikace matematiky

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The paper deals with linear transformations of harmonizable locally stationary random processes. Necessary and sufficient conditions under which a linear transformation defines again a locally stationary process are given.

Stationary reflection in extender models

Ernest Schimmerling (2005)

Fundamenta Mathematicae

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Working in L[E], we examine which large cardinal properties of κ imply that all stationary subsets of cof(<κ) ∩ κ⁺ reflect.

On randomized stopping times.

Concepción Arenas Solá (1990)

Trabajos de Estadística

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In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.

Induced stationary process and structure of locally square integrable periodically correlated processes

Andrzej Makagon (1999)

Studia Mathematica

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A one-to-one correspondence between locally square integrable periodically correlated (PC) processes and a certain class of infinite-dimensional stationary processes is obtained. The correspondence complements and clarifies Gladyshev's known result [3] describing the correlation function of a continuous periodically correlated process. In contrast to Gladyshev's paper, the procedure for explicit reconstruction of one process from the other is provided. A representation of a PC process...