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Part of the book series: Progress in Probability ((PRPR,volume 30))

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Abstract

The purpose of this work is to introduce concepts of stationary dilation, harmonizability, and V-boundedness for processes which take values in arbitrary Banach spaces and study their relationship. The paper extends for Banach spaces of cotype 2 the earlier work of ([N],[MS2]) and is different from ([MS1],[MI]) in that we are interested in obtaining a stationary dilation through a Hilbert space-valued stationary process. For this we use the spectral dilation of an L(x, y)-valued measure. A general result concerning such a spectral dilation which includes the results of ([R],[MS1],[MI]) is given in [MR]. In this paper we present an elementary proof of the equivalence theorem of [R] which forms the basis for the main results of ([MS1],[MI]). The stationary dilation so obtained is then applied to SαS processes. In addition, some observations on general Banach space-valued processes are given. We begin with the basic definitions, results, and notation.

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© 1992 Springer Science+Business Media New York

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Richard, P.H. (1992). Harmonizability, V-Boundedness, and Stationary Dilation of Banach-Valued Processes. In: Dudley, R.M., Hahn, M.G., Kuelbs, J. (eds) Probability in Banach Spaces, 8: Proceedings of the Eighth International Conference. Progress in Probability, vol 30. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0367-4_13

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  • DOI: https://doi.org/10.1007/978-1-4612-0367-4_13

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6728-7

  • Online ISBN: 978-1-4612-0367-4

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