Product Stochastic Measures.

Abstract

The concept of symmetric tensor product of a Hilbert space is used to construct a product measure of orthogonally scattered measures. The result is applied to the construction of an sq L-valued product stochastic measure (p.s.m.) of non-identically distributed sq-L-valued independently scattered measures. Using the theory of vector valued measures we construct multiple integrals with respect to the p.s.m. A relationship between the theory of multiple stochastic integrals and the theory of vector valued measures is established. Keywords: exponential space; orthogonality.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA162833

Entities

People

  • Victor Perez-abreu

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Banach Space
  • Classification
  • Construction
  • Data Science
  • Gaussian Processes
  • Hilbert Space
  • Information Science
  • Information Theory
  • Integrals
  • Mathematics
  • North Carolina
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space