Accession Number : AD0736950

Title :   On Hilbert Space Methods in Stochastic Processes,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Baker,Charles R.

Report Date : JAN 1972

Pagination or Media Count : 5

Abstract : The paper discusses the representation and analysis of stochastic processes with sample functions in a real and separable Hilbert space. For a pair of stochastic processes, whose sample functions may belong to two different Hilbert spaces, a structure for representation is presented. Some basic results on charactization are then given, including the case of jointly Gaussian processes. (Author)

Descriptors :   (*INFORMATION THEORY, STOCHASTIC PROCESSES), (*STOCHASTIC PROCESSES, HILBERT SPACE), RANDOM VARIABLES, OPERATORS(MATHEMATICS), MEASURE THEORY

Subject Categories : Statistics and Probability
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE