Spectral densities describing off-white noises
Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002) no. 6, pp. 1059-1069.
@article{AIHPB_2002__38_6_1059_0,
     author = {Tsirelson, Boris},
     title = {Spectral densities describing off-white noises},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {1059--1069},
     publisher = {Elsevier},
     volume = {38},
     number = {6},
     year = {2002},
     mrnumber = {1955353},
     zbl = {1018.60040},
     language = {en},
     url = {http://archive.numdam.org/item/AIHPB_2002__38_6_1059_0/}
}
TY  - JOUR
AU  - Tsirelson, Boris
TI  - Spectral densities describing off-white noises
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 2002
SP  - 1059
EP  - 1069
VL  - 38
IS  - 6
PB  - Elsevier
UR  - http://archive.numdam.org/item/AIHPB_2002__38_6_1059_0/
LA  - en
ID  - AIHPB_2002__38_6_1059_0
ER  - 
%0 Journal Article
%A Tsirelson, Boris
%T Spectral densities describing off-white noises
%J Annales de l'I.H.P. Probabilités et statistiques
%D 2002
%P 1059-1069
%V 38
%N 6
%I Elsevier
%U http://archive.numdam.org/item/AIHPB_2002__38_6_1059_0/
%G en
%F AIHPB_2002__38_6_1059_0
Tsirelson, Boris. Spectral densities describing off-white noises. Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002) no. 6, pp. 1059-1069. http://archive.numdam.org/item/AIHPB_2002__38_6_1059_0/

[1] J.L. Doob, Stochastic Processes, Wiley, 1953. | MR | Zbl

[2] H. Helson, D. Sarason, Past and future, Math. Scand. 21 (1967) 5-16. | MR | Zbl

[3] I.A. Ibragimov, Y.A. Rozanov, Gaussian Random Processes, Springer, 1978, (Transl. from Russian 1970). | MR | Zbl

[4] K. Itô, Stationary random distributions, Mem. Coll. Sci. Univ. Kyoto, Ser. A. Math. 28 (3) (1954) 209-223. | MR | Zbl

[5] V.V. Peller, Hankel operators of class Sp and their applications (rational approximations, Gaussian processes, the problem of majorizing operators), Math. USSR Sbornik 41 (4) (1982) 443-479, (Transl. from Russian 1980). | MR | Zbl

[6] B. Tsirelson, From slightly coloured noises to unitless product systems, preprint, math.FA/0006165.