Displaying similar documents to “The determination of the spectral multiplicity of a stochastic process by RKHS method”

A class of stationary stochastic processes

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.