论文信息 - The prediction theory of stationary random fields. III: fourfold Wold decompositions

The prediction theory of stationary random fields. III: fourfold Wold decompositions

In this paper, we investigate various fourfold Wold-type decompositions of stationary random fields under different hypotheses of commutation properties. Spectral characterizations of the three multiplicities of the innovation subspaces are obtained. The equivalence relations between the weak commutation property, fourfold Wold-type decomposition, and quarter-plane moving average representation are proved. A complete spectral characterization of the weak commutation property is also given.

Tse-Pei Chiang | Tse-Pei Chiang

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