Abstract
For a stationary centered Gaussian process, we construct a noncanonical representation which has an infinite-dimensional orthogonal complement that is nontrivial. The authors have already proposed a systematic method for the construction of noncanonical representation having a finite-dimensional orthogonal complement.
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Hibino, Y., Hitsuda, M., Muraoka, H. (2001). Remarks on a Noncanonical Representation for a Stationary Gaussian Process. In: Accardi, L., Kuo, HH., Obata, N., Saito, K., Si, S., Streit, L. (eds) Recent Developments in Infinite-Dimensional Analysis and Quantum Probability. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0842-6_8
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DOI: https://doi.org/10.1007/978-94-010-0842-6_8
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