The determination of the spectral multiplicity of a stochastic process by RKHS method
F. Rizvanolli (1986)
Matematički Vesnik
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F. Rizvanolli (1986)
Matematički Vesnik
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J. Bulatovic (1978)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Pazanin, R. (1981)
Publications de l'Institut Mathématique. Nouvelle Série
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Mitrović, S. (1986)
Publications de l'Institut Mathématique. Nouvelle Série
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Victor D. Didenko, Natalia A. Rozhenko (2014)
Studia Mathematica
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Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.
Gill, J., Salehi, H. (1988)
Publications de l'Institut Mathématique. Nouvelle Série
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Z. Ivković, Yu. A. Rozanov (1972)
Publications de l'Institut Mathématique
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Z. Ivković, J. Vukmirović (1976)
Matematički Vesnik
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B. Lučić (1986)
Matematički Vesnik
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Z. Ivković (1974)
Matematički Vesnik
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Michał Kisielewicz (2006)
Discussiones Mathematicae Probability and Statistics
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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
A. Plucińska (1971)
Applicationes Mathematicae
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Dominique Dehay (1993)
Publications mathématiques et informatique de Rennes
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Nadzeya V. Bedziuk, Aleh L. Yablonski (2010)
Banach Center Publications
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We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes...