On Hilbert Space Methods in Stochastic Processes,

Abstract

The paper discusses the representation and analysis of stochastic processes with sample functions in a real and separable Hilbert space. For a pair of stochastic processes, whose sample functions may belong to two different Hilbert spaces, a structure for representation is presented. Some basic results on charactization are then given, including the case of jointly Gaussian processes. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD0736950

Entities

People

  • Charles R. Baker

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Gaussian Processes
  • Hilbert Space
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.

Technology Areas

  • Space