Complete Regularity and Processes with Discrete Time

  • I. A. Ibragimov
  • Y. A. Rozanov
Part of the Applications of Mathematics book series (SMAP, volume 9)


We consider in this chapter a wide-sense stationary process ξ (t) with discrete time t = 0, ±1,… .Here we deal only with the concepts formulated in terms of the second-order statistics; hence it does not really matter whether the process ξ (t) is Gaussian or not.


Spectral Density Discrete Time Trigonometric Polynomial Holder Condition Regular Process 
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Copyright information

© Springer-Verlag New York Inc. 1978

Authors and Affiliations

  • I. A. Ibragimov
    • 1
  • Y. A. Rozanov
    • 2
  1. 1.LomiLeningradUSSR
  2. 2.V.A. Steklov Mathematics InstituteMoscowUSSR

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