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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 4, Pages 880–884
(Mi tvp3436)
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Short Communications
On the multiplicity of a sum of orthogonal processes
T. N. Siraya Leningrad
Abstract:
Let $x_1(t),\dots,x_n(t)$, $t\in R^1$, be mutually orthogonal stochastic processes of multiplicity 1, $\displaystyle x_0(t)=\sum_1^nx_j(t)$. The problem is to determine the multiplicity of $x_0(t)$.
In the note, the following two special cases are considered:
1) the processes $x_1,\dots,x_n$ are spectrally orthogonal, i. e. their closed linear spans satisfy the condition
$$
H(x_0,t)=\sum_1^n\oplus H(x_j,t);
$$
2) $n=2$, and $x_1$ and $x_2$ may be either ordinary or generalized stochastic processes.
Received: 23.07.1975
Citation:
T. N. Siraya, “On the multiplicity of a sum of orthogonal processes”, Teor. Veroyatnost. i Primenen., 21:4 (1976), 880–884; Theory Probab. Appl., 21:4 (1977), 858–863
Linking options:
https://www.mathnet.ru/eng/tvp3436 https://www.mathnet.ru/eng/tvp/v21/i4/p880
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