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Finite Dimensional Approximation to Band Limited White Noise
Published online by Cambridge University Press: 22 January 2016
Extract
One of the authors discussed finite dimensional approximations to a white noise and a periodic Brownian motion with period 2 π on the projective limit space of spheres ([2]). The group of unitary operators derived from the periodic white noise has a pure point spectrum which consists of all integers with countably infinite multiplicity. We also have much interest in the investigation of a band limited white noise which is another typical example having quite different spectral type. Indeed, the corresponding group of unitary operators has a continuous spectrum with countably infinite multiplicity.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1967
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