Spectral densities describing off-white noises
Annales de l'I.H.P. Probabilités et statistiques (2002)
- Volume: 38, Issue: 6, page 1059-1069
- ISSN: 0246-0203
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topTsirelson, Boris. "Spectral densities describing off-white noises." Annales de l'I.H.P. Probabilités et statistiques 38.6 (2002): 1059-1069. <http://eudml.org/doc/77738>.
@article{Tsirelson2002,
author = {Tsirelson, Boris},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {white noise; spectral density},
language = {eng},
number = {6},
pages = {1059-1069},
publisher = {Elsevier},
title = {Spectral densities describing off-white noises},
url = {http://eudml.org/doc/77738},
volume = {38},
year = {2002},
}
TY - JOUR
AU - Tsirelson, Boris
TI - Spectral densities describing off-white noises
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 6
SP - 1059
EP - 1069
LA - eng
KW - white noise; spectral density
UR - http://eudml.org/doc/77738
ER -
References
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- [2] H. Helson, D. Sarason, Past and future, Math. Scand.21 (1967) 5-16. Zbl0241.60029MR236989
- [3] I.A. Ibragimov, Y.A. Rozanov, Gaussian Random Processes, Springer, 1978, (Transl. from Russian 1970). Zbl0392.60037MR543837
- [4] K. Itô, Stationary random distributions, Mem. Coll. Sci. Univ. Kyoto, Ser. A. Math.28 (3) (1954) 209-223. Zbl0059.11505MR65060
- [5] V.V. Peller, Hankel operators of class Sp and their applications (rational approximations, Gaussian processes, the problem of majorizing operators), Math. USSR Sbornik41 (4) (1982) 443-479, (Transl. from Russian 1980). Zbl0478.47015MR647702
- [6] B. Tsirelson, From slightly coloured noises to unitless product systems, preprint, math.FA/0006165.
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