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Commutative nonstationary stochastic fields

Hatamleh Ra'ed (2002)

Archivum Mathematicum

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...

Commuting Nonselfadjoint Operators and their Characteristic Operator-Functions

Kirchev, K., Borisova, G. (1997)

Serdica Mathematical Journal

* Partially supported by Grant MM-428/94 of MESC.In this paper we present some generalizations of results of M. S. Livšic [4,6], concerning regular colligations (A1, A2, H, Φ, E, σ1, σ2, γ, ˜γ) (σ1 > 0) of a pair of commuting nonselfadjoint operators A1, A2 with finite dimensional imaginary parts, their complete characteristic functions and a class Ω(σ1, σ2) of operator-functions W(x1, x2, z): E → E in the case of an inner function W(1, 0, z) of the class Ω(σ1). ...

Covariance structure of wide-sense Markov processes of order k ≥ 1

Arkadiusz Kasprzyk, Władysław Szczotka (2006)

Applicationes Mathematicae

A notion of a wide-sense Markov process X t of order k ≥ 1, X t W M ( k ) , is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of X t is the k-dimensional process x t = ( X t - k + 1 , . . . , X t ) . The covariance structure of X t W M ( k ) is considered in the general case and in the periodic case. In the general case it is shown that X t W M ( k ) iff x t is a k-dimensional WM(1) process and iff the covariance function of x t has the triangular property....

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