JournalszaaVol. 17, No. 3pp. 557–563

Orthogonal Projection and Restricted Subordination of Hubert-Schmidt Operator-Valued Stationary Processes

  • L. Klotz

    Universität Leipzig, Germany
Orthogonal Projection and Restricted Subordination of Hubert-Schmidt Operator-Valued Stationary Processes cover
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Abstract

The paper contains two results on subordination of stationarily correlated Hilbert-Schmidt operator-valued stationary processes. First an explicit form of the spectral measure of the orthogonal projection of one process onto another is stated. On the basis of this result B. Fritzsche’s and B. Kirstein’s solution of the restricted subordination problem for finite-dimensional processes is generalized to Hilbert-Schmidt operator-valued processes.

Cite this article

L. Klotz, Orthogonal Projection and Restricted Subordination of Hubert-Schmidt Operator-Valued Stationary Processes. Z. Anal. Anwend. 17 (1998), no. 3, pp. 557–563

DOI 10.4171/ZAA/838