Generalized Stationary Processes: Applications and Examples

Author:

Sakhnovich Lev

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics

Reference11 articles.

1. Gelfand, M., Vilenkin, N.Ya.: Generalized Functions. No. 4: Some applications of harmonic analysis. Equipped hilbert spaces. Gosud. Izdat. Fiz.-Mat. Lit., Moscow, 1961 (Russian). Translated as: Generalized Functions. Applications of Harmonic Analysis. Vol. 4, Academic Press, New York, London (1964)

2. Olshevsky, V., Sakhnovich, L.: Optimal prediction problems for generalized stationary processes. In: Kaashoek, M.A., Seatzu, S., van der Mee, C. (eds) Recent advances in operator theory and its applications: The Israel Gohberg Anniversary Volume. Oper. Theor. Adv. Appl. 160, pp. 257–266, Birkhäuser (2005)

3. Olshevsky V., Sakhnovich L.: Matched filtering for generalized stationary processes. IEEE Trans. Inf. Theor. 51(9), 3308–3313 (2005)

4. Mehta M.L.: Random matrices. Second edition. Academic Press, Boston (1991)

5. Sakhnovich, L.A.: Effective construction of a class of positive operators in Hilbert spaces, which do not admit triangular factorization. arXiv:1009.1762 (JFA to appear)

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