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On a Theorem of Karhunen and Related Moment Problems and Quadrature Formulae

  • Georg BerschneiderEmail author
  • Zoltán Sasvári
Conference paper
Part of the Operator Theory: Advances and Applications book series (OT, volume 221)

Abstract

In the present paper we give a refinement of a classical result by Karhunen concerning spectral representations of second-order random fields. We also investigate some related questions dealing with moment problems and quadrature formulae.S ome of these questions are closely related to Heinz Langer’s work.

Keywords

Random field spectral representation trigonometric moment problem power moment problem quadrature formula 

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© Springer Basel 2012

Authors and Affiliations

  1. 1.Institut für Mathematische StochastikTechnische Universität DresdenDresdenGermany

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