TY - JOUR
AU - Boeva, Anna
PY - 2023/12/19
Y2 - 2024/07/25
TI - ON A CLASS OF NONSTATIONARY CURVES IN HILBERT SPACE
JF - Bulletin of National Technical University "KhPI". Series: System Analysis, Control and Information Technologies
JA - SACIT
VL -
IS - 2 (10)
SE - APPLIED MATHEMATICS
DO - 10.20998/2079-0023.2023.02.15
UR - http://samit.khpi.edu.ua/article/view/293673
SP - 102-106
AB - <p>Stationary random processes have been studied quite well over recent years starting with the works of A. N. Kolmogorov. The possibility of building nonstationary random process correlation theory was considered in the monographs by M. S. Livshits, A. A. Yantsevich, V. A. Zolotarev and others. Some classes of nonstationary curves were investigated by V. E. Katsnelson. In this paper nonstationary random processes are represented as curves in Hilbert space which "slightly deviate" from random processes with the correlation function of special kind. The infinitesimal correlation function has been introduced; in essence, this function characterizes the deviation from the correlation process with the given correlation function. The paper discusses the cases of nonstationary random processes, the operator of which has one‑dimensional imaginary component. Cases of a dissipative operator with descrete spectrum are also considered in this work. It is shown that the nonstationarity of the random process is closely related to the deviation of the operator from its conjugated operator. Using the triangle and universal models of non‑self‑ajoint operators it is possible to obtain the representation for the correlation function in the case of nonstationary process which replaces the Bochner – Khinchin representation for stationary random processes. The expresson for the infinitesimal correlation function was obtained for different cases of operator spectrum: for the descrete spectrum placed in the upper half‑plane and for the contrast‑free spectrum at zero. In the case of dissipative operator with descrete spectrum the infinitesimal function can be found in terms of special lambda function. For Lebesque spaces of compex‑valued squared integratable functions the expresson of infinitesimal function was found in terms of special zero order modified Bessel function. It was shown that a similar approach can be applied for the evolutionarily represented sequences in Hilbert spaces.</p>
ER -