lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Locally stationary stochastic processes and Weyl symbols of positive operators
Univ Turin, Dipartimento Matemat, I-10123 Turin, TO, Italy.
2011 (English)In: Positivity (Dordrecht), ISSN 1385-1292, E-ISSN 1572-9281, Vol. 15, no 1, 105-134 p.Article in journal (Refereed) Published
Abstract [en]

The paper treats locally stationary stochastic processes. A connection with the Weyl symbols of positive operators is observed and explored. We derive necessary conditions on the two functions that constitute the covariance function of a locally stationary stochastic process, some of which use this connection to time-frequency analysis and pseudodifferential operators. Finally, we discuss briefly the subclass of Cohen's class of time-frequency representations having separable kernels, which is related to locally stationary stochastic processes.

Place, publisher, year, edition, pages
Basel: Birkhäuser Verlag, 2011. Vol. 15, no 1, 105-134 p.
National Category
Mathematical Analysis
Research subject
Mathematics, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-27577DOI: 10.1007/s11117-010-0044-1ISI: 000287504100008OAI: oai:DiVA.org:lnu-27577DiVA: diva2:637381
Available from: 2013-07-17 Created: 2013-07-17 Last updated: 2013-07-29Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Wahlberg, Patrik
In the same journal
Positivity (Dordrecht)
Mathematical Analysis

Search outside of DiVA

GoogleGoogle Scholar

Altmetric score

Total: 61 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf