Spectral representations and density operators for infinite-dimensional homogeneous random fields

Abstract

A theory of spectral representations and spectral density operators of infinite-dimensional homogeneous random fields is established. Some results concerning the form of the spectral representation are given in the general infinite-dimensional case, while the results pertaining to the density operator are confined to Hilbert space valued fields. The concept of a purely non-deterministic (p.n.d.) field is defined, and necessary and sufficient conditions for the property of p.n.d. are obtained in terms of the spectral density operator. The theory is developed using some isomorphisms induced by families of self-adjoint operators in the linear second order space associated with the field. The method seems to lead to more direct results also in the random process case, and it sheds new light on concepts such as multiplicity of the field and rank of the spectral density operator.