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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 4, Fasc. 1,
pages 67 - 78
 

AUTOREGRESSIVE STRUCTURES AND DECOMPOSABILITY SEMIGROUPS

K. Urbanik

Abstract: A linear operator A is said to be admissible for a probability measure m on a finite-dimensional vector space if there exists a stationary sequence X (n = 0,±1,...) n of random vectors with the probability distribution m such that X = AX + U , n+1 n n where random vectors U n are independent and identically distributed. The aim of this paper is to give a characterization of admissible operators for any probability measure in terms of its decomposability semigroup.

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

Key words and phrases: -

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