多指标正交增量过程  

Multiple Parameter Orthogonal Increment Processes

作　　者：熊大国[1] 

机构地区：[1]北京理工大学自动控制系

出　　处：《北京理工大学学报》1990年第S3期9-17,共9页Transactions of Beijing Institute of Technology

摘　　要：引进多指标正交增量过程ξ((?)),(?)∈R_n,证明了用它能构造一个随机测度ξ(B)(B∈(?)_n).建立了关于正交增量过程的积分并给出多指标噪声的一般表达式。并证明了ξ((?))是宽右均方连续的有界规则正交增量过程,当且仅当它是均方连续多指标弱平稳过程的随机谱函数。Multiple parameter orthogonal increment processes ξ(t), t ∈Rn are introduced . First , it is proved that each of these processes generates a random measure ξ(B) (B∈ n) (theorem 1) . Then , the integral with respect to a multiple parameter orthogonal increment process is formed , and a general expression of multiple parameter noises is obtained .Finally, it is proved that ξ(t), t ∈ Rn is a boundary regular weak - right mean - sguare continuous orthogonal increment process, if and only if it is a random spectral function of a mean-square continuous multiple parameter widesense stationary process .

关 键 词：二阶矩过程 随机场/多指标正交增量过程 多指标弱平稳过程 附属函数 随机谱函数 

分 类 号：N55[自然科学总论]