Spectrum of periodically correlated fields

Spectrum of periodically correlated fields

The paper deals with Hilbert space valued fields over any locally compact Abelian group G, in particular over G = Z^n × R^m, which are periodically correlated (PC) with respect to a closed subgroup of G. PC fields can be regarded as multi-parameter extensions of PC processes. We study structure, cov...

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Veröffentlicht in:European journal of pure and applied mathematics 2014, Vol.7 (3), p.343-368
Hauptverfasser: Dehay, Dominique, Hurd, Harry L., Makagon, Andrzej
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Sprache:eng
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Mathematics
Statistics
Statistics Theory
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container_title European journal of pure and applied mathematics
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creator Dehay, Dominique
Hurd, Harry L.
Makagon, Andrzej
description The paper deals with Hilbert space valued fields over any locally compact Abelian group G, in particular over G = Z^n × R^m, which are periodically correlated (PC) with respect to a closed subgroup of G. PC fields can be regarded as multi-parameter extensions of PC processes. We study structure, covariance function, and an analogue of the spectrum for such fields. As an example a weakly PC field over Z^2 is thoroughly examined.
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ispartof European journal of pure and applied mathematics, 2014, Vol.7 (3), p.343-368
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subjects Mathematics
Statistics
Statistics Theory
title Spectrum of periodically correlated fields
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