2014/04/05 by Păstorel Gaşpar, Pastorel Gaspar, Gaspar, Pastorel +2
Economics, Econometrics and Finance · Mathematics · #Mathematical functions and polynomials #Point processes and geometric inequalities #Stochastic processes and financial applications #math.FA #msc:47B32 #msc:60G20
paper · pdf · doi:10.48550/arxiv.1404.1512
14 pages, preliminary version
arxiv created 2014/04/05 · arxiv updated 2014/04/08
As a continuation of [GasparPopa] this paper treats the stationary and stationarily cross-correlated multivariate stochastic mappings. Moreover for the case of multivariate random distribution fields, a particular form for the operator cross covariance distribution is given, from which a Kolmogorov type isomorphism theorem and a spectral representation of a stationary multivariate random distribution field are derived.