SPECTRAL ANALYSIS OF MULTIVARIATE STATIONARY RANDOM FUNCTIONS ON SOME MASSIVE GROUPS

OLEKSANDER PONOMARENKO AND YURIY PERUN

Theory of Stochastic Processes Vol.13 (29), no.4, 2007, pp.177–182

The spectral representations for wide sense stationary multivariate random functions and for their covariance functions on two classes of additive vector groups are obtained under some assumptions about continuity of such functions. The first class is nuclear topological groups and the second class is additive group of real vector space equipped with the finite topology.

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