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Remarks on a Noncanonical Representation for a Stationary Gaussian Process

In: Recent Developments in Infinite-Dimensional Analysis and Quantum Probability

Author

Listed:
  • Yuji Hibino

    (Saga University, Faculty of Science and Engineering)

  • Masuyuki Hitsuda

    (Kumamoto University, Faculty of Science)

  • Hiroshi Muraoka

    (The University of Tokyo, Department of Mechanical Engineering)

Abstract

For a stationary centered Gaussian process, we construct a noncanonical representation which has an infinite-dimensional orthogonal complement that is nontrivial. The authors have already proposed a systematic method for the construction of noncanonical representation having a finite-dimensional orthogonal complement.

Suggested Citation

  • Yuji Hibino & Masuyuki Hitsuda & Hiroshi Muraoka, 2001. "Remarks on a Noncanonical Representation for a Stationary Gaussian Process," Springer Books, in: Luigi Accardi & Hui-Hsiung Kuo & Nobuaki Obata & Kimiaki Saito & Si Si & Ludwig Streit (ed.), Recent Developments in Infinite-Dimensional Analysis and Quantum Probability, pages 137-139, Springer.
    • Handle: RePEc:spr:sprchp:978-94-010-0842-6_8
    DOI: 10.1007/978-94-010-0842-6_8
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