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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 35, Fasc. 1,
pages 15 - 30
 

INNOVATION AND FACTORIZATION OF THE DENSITY OF A REGULAR PC SEQUENCE

Andrzej Makagon

Abstract: In this paper we study an innovation representation of a periodically correlated (PC) sequence and describe the factorization of the densities of a regular PC sequence generated by its innovation. As a byproduct we obtain a certain factorization of vector analytic functions which may be of interest in the theory of Hardy spaces.

2000 AMS Mathematics Subject Classification: Primary: 60G25; Secondary: 30H10.

Keywords and phrases: Periodically correlated sequence, prediction, innovation process, factorization of analytic vector functions.

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