On Prediction of Harmonizable Stable Processes.

Abstract

Spectral and time domain criteria for a harmonizable stable process to be regular are given, which provide an orthogonal moving average representation. Also criteria for such processes to have linear predictor filters are obtained; these include the positivity of the distance and of the angle between past and future. In the process, the notion of angle between isotropic complex stable random variables is introduced and studied. Keywords: Harmonizable stable processes; Moving average representation; Linear predictors; Angle; Isotropic complex random variables.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1985
Accession Number
ADA161412

Entities

People

  • A. G. Miamee
  • S. Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Classification
  • Data Science
  • Fourier Series
  • Gaussian Processes
  • Information Science
  • Linear Systems
  • New York
  • North Carolina
  • Probability
  • Random Variables
  • Right Angles
  • Sequences
  • Standards
  • Stationary Processes
  • Statistics
  • Stochastic Processes
  • Time Domain

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.