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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 1, Fasc. 1,
pages 73 - 82
 

ON THE CONSTRUCTION OF THE WOLD DECOMPOSITION FOR NON-STATIONARY STOCHASTIC PROCESSES

Hannu Niemi

Abstract: It is presented a relation between the Wold decomposition for a second order stochastic process x(t),t (- R , having a spectral representation and the Lebesgue decomposition, with respect to the Lebesgue measure, for the spectral measure of x(t),t (- R .

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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