PERIODICALLY CORRELATED PROCESSES AND THEIR STATIONARY DILATIONS

被引：12

作者：

MIAMEE, AG

机构：

[1] Hampton Univ, , VA

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1990年 / 50卷 / 04期

关键词：

D O I：

10.1137/0150072

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An explicit form of a stationary dilation for periodically correlated random sequences is obtained. The spectrum of this dilation sequence is related to that of the original periodically correlated sequence in a fairly simple manner. These results are then used to give spectral conditions for a periodically correlated sequence to be deterministic, purely nondeterministic, minimal, and to have a positive angle between its past and future.

引用

页码：1194 / 1199

页数：6

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