Stochastic processes indexed by hypergroups. I

R. Lasser, M. Leitner

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

For many applications it is desirable to have extensions of the classical theory of weakly stationary processes to certain classes of nonstationary ones. A large family for which Fourier methods still play a major role is the harmonizable class and some related processes. The purpose of this paper is to initiate the study of a class of stochastic processes with a stationarity condition based on the notion of hypergroups.

Original languageEnglish
Pages (from-to)301-311
Number of pages11
JournalJournal of Theoretical Probability
Volume2
Issue number3
DOIs
StatePublished - Jul 1989
Externally publishedYes

Keywords

  • Weakly stationary processes
  • hypergroups
  • spectral representation

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