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Some comments on spectral representations of non-stationary stochastic processes

Published online by Cambridge University Press:  14 July 2016

H. Tong
H. Tong*
Affiliation:
The University of Manchester Institute of Science and Technology
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Abstract

The first part of the paper gives a multitude of essentially different representations of a stationary stochastic process. The second part gives a sufficient condition for the sum of two oscillatory processes to be again oscillatory.

Keywords

NON-STATIONARY STOCHASTIC PROCESSESOSCILLATORY PROCESSESREPRESENTATIONSSUMS OF OSCILLATORY PROCESSES
Type
Short Communications
Information
Journal of Applied Probability , Volume 10 , Issue 4 , December 1973 , pp. 881 - 885
Copyright
Copyright © Applied Probability Trust 1973 

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References

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Anderson, T. W. (1968) Discussion on paper by R. M. Loynes, (1968), ‘On the concept of the spectrum for non-stationary processes’. J. R. Statist. Soc. B 30, 1–30.Google Scholar
Doob, J. L. (1953) Stochastic Processes. John Wiley, New York.Google Scholar
Priestley, M. B. (1965) Evolutionary spectra and non-stationary processes. J. R. Statist. Soc. B 27, 204–237.Google Scholar