THE SPECTRAL MEASURE OF A REGULAR STATIONARY RANDOM-FIELD WITH THE WEAK OR STRONG COMMUTATION PROPERTY

• 成果类型: Article
• 署名作者: CHENG, R
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989117
• 发表日期: 1993
• 页码: 1263-1274
• 关键词: prediction; z2

摘要

It is shown that a regular stationary random field on Z2 exhibits the weak (strong) commutation property if and only if its spectral density is the squared modulus of a weakly (strongly) outer function in the Hardy space H-2(T2) of the torus. Applications to prediction are discussed.