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Finite Dimensional Approximation to Band Limited White Noise

Published online by Cambridge University Press:  22 January 2016

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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.

Type
Research Article
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1967

References

[1] Kida, T. and Nomoto, H., Gaussian measure on the projective limit space of spheres. Proc. Japan Acad. 40, no. 5 (1964), 301-304.Google Scholar
[2] Hida, T., Finite dimensional approximations to white noise and Brownian motion. J. Math. Mech., (to appear).Google Scholar
[3] Prokhorov, Yu. V., Convergence of random processes and limit theorems in probability theory. Theory of Prob. and Appl. I, no. 2 (1956), 157214 (English translation).Google Scholar