A class of stationary stochastic processes
Volume 222 / 2014
Studia Mathematica 222 (2014), 191-205
MSC: Primary 93C55; Secondary 93E11, 37L55.
DOI: 10.4064/sm222-3-1
Abstract
Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.
