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zbMATH Open
Article . 1984
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1985
Data sources: zbMATH Open
Theory of Probability and Its Applications
Article . 1985 . Peer-reviewed
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Prediction of Banach Space Valued Strictly Stationary Sequences

Prediction of Banach space valued strictly stationary sequences
Authors: Nguyen Van Thu;

Prediction of Banach Space Valued Strictly Stationary Sequences

Abstract

The author extends \textit{K. Urbanik's} results [Coll. Math. 12, 115-129 (1964; Zbl 0126.335)] to Banach space valued strictly stationary sequences. Such basic results for prediction as the Wold decomposition and the moving average representation of a completely nondeterministic component are deduced. There is a lack of examples here. A case of Gaussian stationary processes was established earlier by \textit{S. A. Chobanjan} and the reviewer [J. Multivariate Anal. 11, 69-80 (1981; Zbl 0454.60008)]. The paper is based on a very interesting application of the Ryll- Nardzewski conjecture proved independently by the author (Th.2.1) and \textit{J. Rosiński} [Bull. Acad. Polon. Sci., Sér. Sci. Math. 30, 379- 383 (1982; Zbl 0517.28011)]. The author's version is as follows: Let K be a Banach space and \(T_ 1\), \(T_ 2\) independent K-valued cylindrical random elements such that \(T_ 1+T_ 2\) is representable, i.e. there exists a K-valued random variable z for which \(y(z)=T_ 1y+T_ 2y\), where \(y\in K^*\). Then there exist \(b\in (K^*)'\) and K-valued random variables \(z_ 1,z_ 2\) such that for every \(y\in K^*\) \(y(z_ j)=T_ j(y)+(\)-1)\({}^ jb(y)\), where \(j=1,2\). This means that \(T_ 1\) and \(T_ 2\) are representable after translation.

Keywords

Wold decomposition, Stationary stochastic processes, Probability theory on linear topological spaces, moving average representation, Gaussian processes, Banach space valued strictly stationary sequences

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
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