An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Burdak, Zbigniew, Kosiek, Marek, Pagacz, Patryk, Słociński, Marek
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866913445336580096
author Burdak, Zbigniew
Kosiek, Marek
Pagacz, Patryk
Słociński, Marek
author_facet Burdak, Zbigniew
Kosiek, Marek
Pagacz, Patryk
Słociński, Marek
contents A new approach to the evanescent part of a two-dimensional weak-stationary stochastic process with the past given by a half-plane is proceed. The classical result due to Helson and Lowdenslager divides a two-parametric weak-stationary stochastic process into three parts. In this paper we describe the most untouchable one - the evanescent part. Moreover, we point out how this part depends on the shape of the past.
format Preprint
id arxiv_https___arxiv_org_abs_2407_17970
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process
Burdak, Zbigniew
Kosiek, Marek
Pagacz, Patryk
Słociński, Marek
Probability
Functional Analysis
47B20, 47A13, 60G10, 60G25
A new approach to the evanescent part of a two-dimensional weak-stationary stochastic process with the past given by a half-plane is proceed. The classical result due to Helson and Lowdenslager divides a two-parametric weak-stationary stochastic process into three parts. In this paper we describe the most untouchable one - the evanescent part. Moreover, we point out how this part depends on the shape of the past.
title An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process
topic Probability
Functional Analysis
47B20, 47A13, 60G10, 60G25
url https://arxiv.org/abs/2407.17970