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On a Class of Covariance Operators
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T. Chantladze
Published/Copyright:
February 23, 2010
Abstract
This paper is the continuation of [Vakhania and Kandelaki, Teoriya Veroyatnost. i Primenen 41: 31–52, 1996] in which complex symmetries of distributions and their covariance operators are investigated. Here we also study the most general quaternion symmetries of random vectors. Complete classification theorems on these symmetries are proved in terms of covariance operator spectra.
Key words and phrases.: Random vectors with values from a Hilbert space; covariance operator; proper covariances and distributions; Gaussian distributions; complex and quaternion Hilbert spaces
Received: 1996-08-01
Published Online: 2010-02-23
Published in Print: 1998-October
© 1998 Plenum Publishing Corporation
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- On a Class of Covariance Operators
- Regularity in Morrey Spaces of Strong Solutions to Nondivergence Elliptic Equations with VMO Coefficients
- Iterating the Bar Construction
- Homotopy Classes of Elliptic Transmission Problems Over C*-Algebras
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Keywords for this article
Random vectors with values from a Hilbert space;
covariance operator;
proper covariances and distributions;
Gaussian distributions;
complex and quaternion Hilbert spaces
Articles in the same Issue
- On the Buchstaber Subring in MSp∗
- On a Class of Covariance Operators
- Regularity in Morrey Spaces of Strong Solutions to Nondivergence Elliptic Equations with VMO Coefficients
- Iterating the Bar Construction
- Homotopy Classes of Elliptic Transmission Problems Over C*-Algebras
- A Note on Weight Enumerators of Linear Self-Dual Codes
- Coverings and Ring-Groupoids
- Vertical Cohomologies and their Application to Completely Integrable Hamiltonian Systems