The Spectrum and the Law of Large Numbers for Infinite Dimensional Stochastic Processes.

Abstract

Helley's 1st and 2nd theorems for trace class-valued distributions are established. Using these theorems the concept of spectrum for an infinite dimensional, not necessarily stationary, stochastic process is introduced, and a law of large numbers for processes which admit a spectrum is obtained. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1971
Accession Number
AD0735832

Entities

People

  • Habib Salehi

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Diffraction
  • Mathematics
  • Spectra
  • Stationary
  • Stochastic Processes

Readers

  • Mathematical Modeling and Probability Theory.
  • Radio communications and signal processing.