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Short Communications
Some Problems in the Spectral Theory of Higher-Order Moments. II
V. P. Leonov, A. N. Shiryaev V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
This paper essentially contains a proof of the problem known in the technical literature as “The normalization of a wide-band stationary process when passing through a narrow-band filter” for processes of class $\Delta\infty$.
Full text:
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English version:
Theory of Probability and its Applications, 1960, 5:4, 417–421
Received: 24.11.1959
Citation:
V. P. Leonov, A. N. Shiryaev, “Some Problems in the Spectral Theory of Higher-Order Moments. II”, Teor. Veroyatnost. i Primenen., 5:4 (1960), 460–464; Theory Probab. Appl., 5:4 (1960), 417–421
Citation in format AMSBIB
\Bibitem{LeoShi60}
\by V.~P.~Leonov, A.~N.~Shiryaev
\paper Some Problems in the Spectral Theory of Higher-Order Moments.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 4
\pages 460--464
\mathnet{http://mi.mathnet.ru/tvp4855}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 4
\pages 417--421
\crossref{https://doi.org/10.1137/1105043}
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http://mi.mathnet.ru/eng/tvp4855 http://mi.mathnet.ru/eng/tvp/v5/i4/p460
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