Abstract

Abstract oIntroduction Cramérs work on stochastic processes (SP) has two phases. The first phase, beginning at the start of World War II is devoted to extending the 1934 results of Khinchin on univariate stationary SPs to multivariate stationary SPs, and to studying the connections between Khinchin's work and the earlier cognate work on Generalized Harmonic Analysis ( GHA) by Wiener ( 1930). The second phase, which began around 1950 and lasted until the early 1980s, is devoted to the analysis of non-stationary processes, specifically to determining the extent to which the representations available for stationary processes survive for non-stationary ones.

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