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Hermitian random measures and spectral representations

  • Giovanni Peccati
  • Murad S. Taqqu
Part of the Bocconi & Springer Series book series (BS, volume 1)

Abstarct

The aim of this chapter is to analyze more deeply the class of random variables encountered in Example 8.5.4. In particular, we shall consider complex-valued functions ϕ, to which we associate real-valued (multiple) stochastic integrals. This type of construction is used in the spectral theory of time series and, in particular, in the context of self-similar processes (see e.g., [12, 23, 34, 66, 151, 153]).

Keywords

Spectral Representation Fractional Brownian Motion Real Hilbert Space Spectral Domain Gaussian Measure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Italia 2011

Authors and Affiliations

  • Giovanni Peccati
    • 1
  • Murad S. Taqqu
    • 2
  1. 1.Mathematics Research UnitUniversity of LuxembourgLuxembourg
  2. 2.Department of Mathematics and StatisticsBoston UniversityBoston

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