Spectral type of a polynomial of stationary Gaussian process
B. Lučić (1986)
Matematički Vesnik
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Displaying similar documents to “Rademacher-Walsh functions and the spectral type of Hermite polynomial of a Wiener process”
Spectral type of a polynomial of stationary Gaussian process
On spectral type of nonanticipative transformation of Wiener process
Z. Ivković (1974)
Matematički Vesnik
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Multidimensional Hermite Polynomials of Complex Gaussian Variables
A. Cassim, Zoran Ivković (1994)
Publications de l'Institut Mathématique
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A remark on the equivalence of Gaussian processes.
Van Zanten, Harry (2008)
Electronic Communications in Probability [electronic only]
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The Direct and Inverse Spectral Problems for some Banded Matrices
Zagorodnyuk, S. M. (2011)
Serdica Mathematical Journal
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2000 Mathematics Subject Classification: 15A29. In this paper we introduced a notion of the generalized spectral function for a matrix J = (gk,l)k,l = 0 Ґ, gk,l О C, such that gk,l = 0, if |k-l | > N; gk,k+N = 1, and gk,k-N № 0. Here N is a fixed positive integer. The direct and inverse spectral problems for such matrices are stated and solved. An integral representation for the generalized spectral function is obtained.
Spectral type of some transformations of certain stochastic processes.
Mitrović, S. (1986)
Publications de l'Institut Mathématique. Nouvelle Série
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Spectral Multiplicity of Certain Gaussian Processes
Slobodanka S. Mitrović (2005)
Matematički Vesnik
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On spectral bandwidth of a stationary random process
Vladimír Klega (1983)
Aplikace matematiky
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The irregularity coefficient is one of the numerical characteristics of the spectral bandwith of a stationary random process. Its basic properties are investigated and the application to the dichotomic classification of a process into narrow-band and wide-band ones is given. Further, its behaviour is analyzed for sufficiently wide classes of stationary processes whose spectral densities frequently appear both in theory and applications.
A spectral approach to the Kaplansky problem
Mostafa Mbekhta, Jaroslav Zemánek (2007)
Banach Center Publications
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The eigenvalues of Hermite and rational spectral differentiation matrices.
J.A.C. Weidemann (1992)
Numerische Mathematik
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