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A sampling theorem for multivariate stationary processes
- Source :
- Journal of Multivariate Analysis. (1):177-186
- Publisher :
- Published by Elsevier Inc.
-
Abstract
- The notion of sampling for second-order q -variate processes is defined. It is shown that if the components of a q -variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q -variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q -variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too.
- Subjects :
- Statistics and Probability
Discrete mathematics
Numerical Analysis
Pure mathematics
Stationary process
Nonuniform sampling
Sampling (statistics)
Wiener–Khinchin theorem
Shift theorem
Random-Nikodym derivative
matrix-valued measures
multivariate processes
stationary processes
Nyquist–Shannon sampling theorem
Danskin's theorem
Statistics, Probability and Uncertainty
Sampling theorem
Mean value theorem
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 0047259X
- Issue :
- 1
- Database :
- OpenAIRE
- Journal :
- Journal of Multivariate Analysis
- Accession number :
- edsair.doi.dedup.....6cafee0a067ea265bb06b49577a01422
- Full Text :
- https://doi.org/10.1016/0047-259X(83)90012-X