Completely regular multivariate stationary processes and the Muckenhoupt condition

S. Treil and A. Volberg

Vol. 190 (1999), No. 2, 361–382

DOI: 10.2140/pjm.1999.190.361

Abstract

We are going to give necessary and sufficient conditions for a multivariate stationary stochastic process to be completely regular. We also give the answer to a question of V.V. Peller concerning the spectral measure characterization of such processes.

Milestones

Received: 2 February 1998

Published: 1 October 1999