Examples of non-stationary banach space valued stochastic processes of second order

1978 ◽  
pp. 171-181
Author(s):  
Nguyen Van Thu ◽  
A. Weron
Keyword(s):  
Banach Space ◽  
Stochastic Processes ◽  
Second Order

Banach space valued weak second order stochastic processes

2021 ◽  
pp. 71-96
Author(s):  
Yûichirô Kakihara
Keyword(s):  
Banach Space ◽  
Hilbert Space ◽  
Abelian Group ◽  
Stochastic Processes ◽  
Compact Abelian Group ◽  
Covariance Function ◽  
Second Order ◽  
Locally Compact Abelian Group ◽  
Locally Compact ◽  
Content Type

Banach space valued stochastic processes of weak second order on a locally compact abelian group G G is considered. These processes are recognized as operator valued processes on G G . More fully, letting U \mathfrak {U} be a Banach space and H \mathfrak {H} a Hilbert space, we study B ( U , H ) B(\mathfrak {U},\mathfrak {H}) -valued processes. Since B ( U , H ) B(\mathfrak {U},\mathfrak {H}) has a B ( U , U ∗ ) B(\mathfrak {U},\mathfrak {U}^*) -valued gramian, every B ( U , H ) B(\mathfrak {U},\mathfrak {H}) -valued process has a B ( U , U ∗ ) B(\mathfrak {U},\mathfrak {U}^*) -valued covariance function. Using this property we can define operator stationarity, operator harmonizability and operator V V -boundedness for B ( U , H ) B(\mathfrak {U},\mathfrak {H}) -valued processes, in addition to scalar ones. Interrelations among these processes are obtained together with the operator stationary dilation.

scholarly journals Integrated cosine functions

1996 ◽  
Vol 19 (3) ◽  
pp. 575-580 ◽  
Author(s):  
Quan Zheng
Keyword(s):  
Banach Space ◽  
Cauchy Problem ◽  
Second Order ◽  
Basic Theory ◽  
Cosine Function ◽  
Integrated Semigroups ◽  
Approximation Theorems ◽  
The Relationship ◽  
Cosine Functions

In order to the second order Cauchy problem(CP2):x″(t)=Ax(t),x(0)=x∈D(An),x″(0)=y∈D(Am)on a Banach space, Arendt and Kellermann recently introduced the integrated cosine function. This paper is concerned with its basic theory, which contain some properties, perturbation and approximation theorems, the relationship to analytic integrated semigroups, interpolation and extrapolation theorems.

On the modeling of linear system input stochastic processes with given accuracy and reliability

2018 ◽  
Vol 24 (2) ◽  
pp. 129-137
Author(s):  
Iryna Rozora ◽  
Mariia Lyzhechko
Keyword(s):  
Banach Space ◽  
Stochastic Process ◽  
Linear System ◽  
Stochastic Processes ◽  
Impulse Response Function ◽  
Output Process ◽  
Gaussian Stochastic Process ◽  
System Input ◽  
Time Invariant ◽  
Gaussian Stochastic Processes

AbstractThe paper is devoted to the model construction for input stochastic processes of a time-invariant linear system with a real-valued square-integrable impulse response function. The processes are considered as Gaussian stochastic processes with discrete spectrum. The response on the system is supposed to be an output process. We obtain the conditions under which the constructed model approximates a Gaussian stochastic process with given accuracy and reliability in the Banach space{C([0,1])}, taking into account the response of the system. For this purpose, the methods and properties of square-Gaussian processes are used.

Basic Fourier series

1979 ◽  
Vol 369 (1736) ◽  
pp. 115-136 ◽  
Keyword(s):  
Time Series ◽  
Fourier Series ◽  
Stochastic Processes ◽  
Numerical Approximation ◽  
Basic Number ◽  
Second Order ◽  
Orthogonal Functions ◽  
Sturm Liouville

The concept of basic number is applied to the development of a simple analogue of the Sturm–Liouville system of the second order. This is then employed to deduce a family of q -orthogonal functions, which leads to a generalization of the Fourier and Fourier–Bessel expansions. The numerical approximation of basic integrals is discussed and some aspects of the evaluation of C a (q; x) are mentioned. A few of the zeros of this function are listed, and, in conclusion, an indication is given of the possibility of applying the analysis presented in this paper to thé study of stochastic processes and time-series.

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