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The separability of the Hilbert space generated by a stochastic process

Author

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  • Bulatovic, J.
  • Asic, M.

Abstract

The separability of the Hilbert space generated by a stochastic process is one of the basic assumptions in the time-spectral analysis of stochastic processes. This assumption is either presupposed explicitly or, more often, obtained as a consequence of the assumption of existence of left and right limits of the process for any value of the time parameter. In this paper it is shown that the existence of a left limit only, for each value of the time parameter, is a sufficient condition for the separability of the Hilbert space generated by the process.

Suggested Citation

  • Bulatovic, J. & Asic, M., 1977. "The separability of the Hilbert space generated by a stochastic process," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 215-219, March.
    • Handle: RePEc:eee:jmvana:v:7:y:1977:i:1:p:215-219
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    Cited by:

    1. Sheinman, Igor (Шейнман, Игорь) & Terentieva, Svetlana (Терентьева, Светлана), 2015. "International comparison of the effectiveness of fiscal and insurance models of healthcare financing [Международное Сравнение Эффективности Бюджетной И Страховой Моделей Финансирования Здравоохране," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 171-193.

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