COMPLETE SIMULTANEOUS REDUCTION OF COVARIANCE OPERATORS

被引：3

作者：

BAKER, CR

机构：

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1969年 / 17卷 / 05期

关键词：

D O I：

10.1137/0117085

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Necessary and/or sufficient conditions for the existence of a complete simultaneous reduction (CSR) are considered. Examples are given to illustrate the conditions obtained.

引用

页码：972 / &

共 15 条

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[4]

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[5]

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[6] SIMULTANEOUS DIAGONALIZATION OF 2 COVARIANCE KERNELS AND APPLICATION TO SECOND ORDER STOCHASTIC PROCESSES [J].

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[7]

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[8]

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[9]

Rao CR., 1963, SANKHY INDIAN J STAT, V25, P303

[10]

RIESZ F, **DROPPED REF**

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