Title of article
On the integral with respect to the tensor product of two random measures
Author/Authors
Boudou، نويسنده , , Alain and Romain، نويسنده , , Yves، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
10
From page
385
To page
394
Abstract
A Fubini-type formula for the integral with respect to the tensor product of two random measures is established in an intrinsic way. This permits one to consider a convolution product. The results are applied to a stationary continuous random function (which may be multiplicatively written with two stationary components) and to principal component analysis in the frequency domain.
Keywords
Convolution of measures , Fubini-type formula , Locally compact abelian group , Random measure , Spectral density , Stationary random function , Spectral measure , Stochastic integral , Tensor product
Journal title
Journal of Multivariate Analysis
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565361
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