SMS scnews item created by Uri Keich at Thu 7 May 2009 1805
Type: Seminar
Distribution: World
Expiry: 22 May 2009
Calendar1: 22 May 2009 1400-1515
CalLoc1: Carslaw 173
Auth: uri@d122-105-185-221.mas13.nsw.optusnet.com.au

# Statistics Seminar: Mehlman -- Structure and Moving Average Representation for Strongly Harmonizable Processes

Harmonizable Process can be thought of as Fourier transforms of vector--valued
measures.  If the vector--valued measure has orthogonal increments, the
harmonizable processes so obtained is stationary.  Much of what is known about
linear prediction and stationary processes has been generalized to harmonizable
processes.  This talk will review what has been done in this area.

The classical moving average representation of stationary processes is
generalized to moving average representations for discrete and continuous
multidimensional strongly harmonizable processes.  Necessary and sufficient
conditions on covariance functions are given for the existence of such moving
average representations.

The study of strongly harmonizable processes is amiable to Fourier analytic
methods and is of interest in applications such as prediction theory,
filtering problems and others.


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