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arXiv · 2407.17970

An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process

Zbigniew Burdak·Marek Kosiek·Patryk Pagacz·Marek Słociński
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Abstract

A new approach to the evanescent part of a two-dimensional weak-stationary stochastic process with the past given by a half-plane is proceed. The classical result due to Helson and Lowdenslager divides a two-parametric weak-stationary stochastic process into three parts. In this paper we describe the most untouchable one - the evanescent part. Moreover, we point out how this part depends on the shape of the past.

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Zbigniew Burdak, Marek Kosiek, Patryk Pagacz, Marek Słociński. 2024-07-25. An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process. https://arxiv.org/abs/2407.17970

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