Accession Number : AD0735832

Title :   The Spectrum and the Law of Large Numbers for Infinite Dimensional Stochastic Processes.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Salehi,Habib

Report Date : DEC 1971

Pagination or Media Count : 17

Abstract : Helley's 1st and 2nd theorems for trace class-valued distributions are established. Using these theorems the concept of spectrum for an infinite dimensional, not necessarily stationary, stochastic process is introduced, and a law of large numbers for processes which admit a spectrum is obtained. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, DISTRIBUTION FUNCTIONS), RANDOM VARIABLES, OPERATORS(MATHEMATICS), CONVERGENCE, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE