Journal of Mathematics and Statistics 10 (2): 262-266, 2014
ISSN: 1549-3644
© 2014 Science Publications
doi:10.3844/jmssp.2014.262.266 Published Online 10 (2) 2014 (http://www.thescipub.com/jmss.toc)
Corresponding Author: Raed Hatamleh, Department of Mathematics, Jadara University, Irbid-Jordan
262 Science Publications JMSS
STATIONARY CONNECTED CURVES IN HILBERT SPACES
Raed Hatamleh, Ahmad Qazza and Hatim Migdadi
Department of Mathematics, Jadara University, Irbid-Jordan
Received 2014-03-06; Revised 2014-04-16; Accepted 2014-05-17
ABSTRACT
In this article the structure of non-stationary curves which are stationary connected in Hilbert space is studied
using triangular models of non-self-adjoint operator. The concept of evolutionary representability plays here
an important role. It is proved that if one of two curves in Hilbert space is evolutionary representable and the
curves are stationary connected, then another curve is evolutionary representable too. These curves are studied
firstly. The structure of a cross-correlation function in the case when operator, defining the evolutionary
representation, has one-dimensional non-Hermitian subspace (the spectrum is discreet and situated in the upper
complex half-plane or has infinite multiplicity at zero (Volterra operator)) is studied.
Keywords: Stationary Connectedness, Infinitesimal Correlation Matrix, Triangular Operator Model,
Channel Operator Element
1. INTRODUCTION
It is well known (Rozanov, 1967; Hannan, 2009;
Pugachev and Sinitsyn, 2001) that if two stationary
random processes of the second order
1
() t ξ and
2
() t ξ
(in what follows we consider that () 0 M t
α
ξ = ) are
stationary connected, then in the corresponding space
( 29 { } [ 29
,
,
( , 1, 2; 1, ; 0, =∨ = = ∞ = ∞
k k k
ka
H H C t k t
α ξ ξ α
ξ α is the
value space of random processes) they correspond to
the stationary curves of the form
0
()
t
t U
α α
ξ ξ = , where
t
U is a one-parameter group of unitary operators
which always can be represented as
itA
t
U e = , where A
is a self-adjoint and, in general, unbounded operator
in H
ξ
. If ( 29 ( 1, 2 t
α
ξ α = are nonstationary random
processes, then the question concerning stationary
connectedness, i.e., the cross-correlation function
dependence upon difference t s - , is still opened. The
solution of problem may be found in the framework of
the Hilbert approach to the construction of the
correlation theory of random processes. We will
restrict our consideration to the case when
corresponding curves in H
ξ
are evolutionary
(linearly) representable (Pugachev and Sinitsyn, 2001;
Livshits and Yantsevich, 1979), i.e., may be expressed
as (29 ( 29
0
1, 2
itA
t e
α
α
α
ξ ξ α = = , where A
α
are linear
bounded operators in H
ξ
. For simplicity, we assume
that
1 2
, H H H H
ξ α
= = are Hilbert spaces
( 29
, k k
H C t
α α α
α
ξ =∨ .
2. EVOLUTIONARY
REPRESENTABLE STATIONARY
CONNECTED CURVES IN H
ξ
ξ
ξ
Let us introduce an infinitesimal correlation matrix
(Pugachev and Sinitsyn, 2001) with components:
(,) ( ) (,) W ts t sK ts
αβ αβ
=- ∂ +∂
For evolutionary representable curves one can easily
derive the following expression:
*
(,) ( ), ()
H
A A
W ts t s
i
α β
αβ α β
ξ
ξ ξ
-
= (1)