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On minimality of infinite dimensional stationary stochastic processes

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Part of the Lecture Notes in Mathematics book series (LNM,volume 656)

Abstract

The minimality problem for infinite dimensional stationary stochastic processes is studied, and spectral characterizations for minimal full rank processes are given. This work extends an earlier result of P. Masani on finite dimensional case.

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References

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© 1978 Springer-Verlag

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Miamee, A.G., Salehi, H. (1978). On minimality of infinite dimensional stationary stochastic processes. In: Weron, A. (eds) Probability Theory on Vector Spaces. Lecture Notes in Mathematics, vol 656. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068815

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  • DOI: https://doi.org/10.1007/BFb0068815

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08846-2

  • Online ISBN: 978-3-540-35814-5

  • eBook Packages: Springer Book Archive