The Spectral Analysis of Stationary Interval Functions
Abstract
We consider stationary, additive, interval functions X(delta). These are vector valued stochastic processes having real intervals delta = (alpha, ,beta] as domain, having finite dimensional distributions invariant under time translation and satisfying (1.1) X(delta1 U delta2) = X(delta1) + X(delta2), for disjoint intervals delta1, delta2. Such processes are considered in some detail in Bochner [5].
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1972
- Accession Number
- AD1022157
Entities
People
- David R. Brillinger