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Stationary Sequences in Hubert Space

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Part of the book series: Mathematics and Its Applications (Soviet Series) ((MASS,volume 26))

Abstract

Definition 1. A sequence x(t)} of elements in a complex Hilbert space H, where t runs through all integers from -∞ to +∞, is called stationary if the scalar products do not depend on t.

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Byull. Moskov. Gos. Univ. Mat.2:6 (1941), 1-40 (in Russian).

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References

  1. H. Wold, A study in the analysis of stationary time series, Uppsala, 1938.

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Authors

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A. N. Shiryayev

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© 1992 Springer Science+Business Media Dordrecht

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Shiryayev, A.N. (1992). Stationary Sequences in Hubert Space. In: Shiryayev, A.N. (eds) Selected Works of A. N. Kolmogorov. Mathematics and Its Applications (Soviet Series), vol 26. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2260-3_27

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  • DOI: https://doi.org/10.1007/978-94-011-2260-3_27

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-5003-6

  • Online ISBN: 978-94-011-2260-3

  • eBook Packages: Springer Book Archive

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