arXiv · 1404.1512
Stochastic Mappings and Random Distribution Fields II. Stationarity
Abstract
As a continuation of [GasparPopa] this paper treats the stationary and stationarily cross-correlated multivariate stochastic mappings. Moreover for the case of multivariate random distribution fields, a particular form for the operator cross covariance distribution is given, from which a Kolmogorov type isomorphism theorem and a spectral representation of a stationary multivariate random distribution field are derived.
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Pastorel Gaspar, Lorena Popa. 2014-04-05. Stochastic Mappings and Random Distribution Fields II. Stationarity. https://arxiv.org/abs/1404.1512
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