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Zeitschrift für Analysis und ihre Anwendungen


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Volume 17, Issue 3, 1998, pp. 557–563
DOI: 10.4171/ZAA/838

Published online: 1998-09-30

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

L. Klotz[1]

(1) Universität Leipzig, Germany

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.

Keywords: Hilbert-Schmidt operator-valued stationary processes, subordination

Klotz L.: Orthogonal Projection and Restricted Subordination of Hubert-Schmidt Operator-Valued Stationary Processes. Z. Anal. Anwend. 17 (1998), 557-563. doi: 10.4171/ZAA/838