Spectral Multiplicity for Second-Order Stochastic Processes

Abstract

The theory of spectral multiplicity for second-order stochastic processes is developed from first principles. Each of the representations originally obtained by Cramer and by Hida is developed. The Hellinger-Hahn theorem on multiplicity in Hilbert space is obtained as a corollary, instead of being used to provide the representations.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1991
Accession Number
ADA256788

Entities

People

  • C. R. Baker

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Continuity
  • Discontinuities
  • Eigenvectors
  • Hilbert Space
  • Identities
  • Intervals
  • Mathematical Analysis
  • Mathematics
  • Military Research
  • North Carolina
  • Probability
  • Random Variables
  • Security
  • Signal Detection
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.

Technology Areas

  • Space