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WOLD DECOMPOSITION


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Sinopse

High Quality Content by WIKIPEDIA articles! In operator theory, the Wold decomposition, named after Herman Wold, or Wold-von Neumann decomposition, after Wold and John von Neumann, is a classification theorem for isometric linear operators on a given Hilbert space. IT states that any isometry is a direct sums of copies of the unilateral shift and a unitary operator. IN time series analysis, the theorem implies that any stationary discrete time stochastic process can be decomposed into a pair of uncorrelated processes, one deterministic, and the other being a moving average process. IT is immediate from the Wold decomposition that the spectrum of any proper, i.E. Non-unitary, isometry is the unit disk in the complex plane. COnsider an isometry V L(H). DEnote by C (V) the C -algebra generated by V, i.E. C (V) is the norm closure of polynomials in V and V . THe Wold decomposition can be applied to characterize C (V).

Detalhes do Produto

    • Ano:  2010
    • País de Produção: Germany
    • Código de Barras:  9786131185304
    • ISBN:  6131185301
    • Encadernação:  BROCHURA
    • Nº de Páginas:  80

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