FOURIER SERIES FOR A GENERAL LINEAR STOCHASTIC PROCESS

• Kawata, Tatsuo

抄録

We shall study about two kinds of Fourier series for a general linear process (GLP) defined by the author motivated by a work of Lugannani on pulse train processes. First we consider the Fourier series of a GLP truncated at ＄￥pm T/2(T>0)＄. Our main concem with this is to study the asymptotic behaviors of Fourier coefficients when ＄T＄ goes to infinity. Corrections and generalizations of some results obtained or announced before will be made among other results. Secondly the approximate Fourier series representation of a GLP will be given and as a consequence of it, the existence of a sample continuous version of the process is shown.

収録刊行物

• Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学

  Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学 30 (1&2), 9-37, 1982

  Yokohama City University

詳細情報

• CRID: 1050001202928616960
• NII論文ID: 120001740504
• NII書誌ID: AA0089285X
• ISSN: 00440523
• Web Site: http://hdl.handle.net/10131/5451
• 本文言語コード: en
• 資料種別: departmental bulletin paper
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