Locally stationary stochastic processes and Weyl symbols of positive operators

Locally stationary stochastic processes and Weyl symbols of positive operators The paper treats locally stationary stochastic processes. A connection with the Weyl symbols of positive operators is observed and explored. We derive necessary conditions on the two functions that constitute the covariance function of a locally stationary stochastic process, some of which use this connection to time-frequency analysis and pseudodifferential operators. Finally, we discuss briefly the subclass of Cohen’s class of time–frequency representations having separable kernels, which is related to locally stationary stochastic processes. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Positivity Springer Journals

Locally stationary stochastic processes and Weyl symbols of positive operators

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Publisher
SP Birkhäuser Verlag Basel
Copyright
Copyright © 2010 by Birkhäuser Verlag Basel/Switzerland
Subject
Mathematics; Econometrics; Operator Theory; Calculus of Variations and Optimal Control; Optimization; Fourier Analysis; Potential Theory
ISSN
1385-1292
eISSN
1572-9281
D.O.I.
10.1007/s11117-010-0044-1
Publisher site
See Article on Publisher Site

References

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