Extension of Stationary Stochastic Processes

Abstract

Previous article Next article Extension of Stationary Stochastic ProcessesK. R. Parthasarathy and S. R. S. VaradhanK. R. Parthasarathy and S. R. S. Varadhanhttps://doi.org/10.1137/1109006PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAboutAbstractIt is shown in this paper that if a continuous stationary stochastic process is given on the unit interval, a stationary extension of the given process exists on the whole line.[1] M. G. Krein, On the problem of Hermite extension of positive continuous functions, DAN SSSR, XXVI (1940), 17–21, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails On Some Local Asymptotic Properties of Sequences with a Random Index2 September 2020 | Vestnik St. Petersburg University, Mathematics, Vol. 53, No. 3 Cross Ref Random locations of periodic stationary processesStochastic Processes and their Applications, Vol. 129, No. 3 Cross Ref Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein–Uhlenbeck process7 July 2017 | Vestnik St. Petersburg University, Mathematics, Vol. 50, No. 2 Cross Ref Extension of stationary stochastic processesProbability Theory and Related Fields, Vol. 100, No. 1 Cross Ref Fortsetzung station�rer ProzesseZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 7, No. 5 Cross Ref Some results on singular detectionInformation and Control, Vol. 9, No. 2 Cross Ref Volume 9, Issue 1| 1964Theory of Probability & Its Applications History Submitted:10 December 1962Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1109006Article page range:pp. 65-71ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics