A Wiener-Hopf operator on a Banach space of functions on R is a bounded operator T such that PS−aTSa = T , a ≥ 0, where Sa is the operator of translation by a. We obtain a representation theorem for the Wiener-Hopf operators on a large class of functions on R with values in a separable Hilbert space.

Investigation of asymptotic properties of a statistical estimator or of a testing statistic often leads to a linear transformation of a Wiener process that born a Wiener process or a Brownian bridge. Let us recall some typical examples of such transformations. Provided a Wiener process (W(t) , £ > 0) the processes (^W(a • t) ,t > 0), a T-: 0 and (tW(\) , £ > 0) are Wiener processes and (W(t) tW...

We establish the various relationships that exist among the integral transform Ᏺ α,β F , the convolution product (F * G) α , and the first variation δF for a class of functionals defined on K[0,T ], the space of complex-valued continuous functions on [0,T ] which vanish at zero. 1. Introduction and definitions. In a unifying paper [10], Lee defined an integral transform Ᏺ α,β of analytic functi...

Factorizations of Wiener–Hopf type are considered in the abstract framework of Wiener algebras of matrix-valued functions on connected compact abelian groups, with a non-archimedean linear order on the dual group. A criterion for factorizability is established for 2 × 2 block triangular matrix functions with elementary functions on the main diagonal and a binomial expression in the off-diagonal...

we consider gabor systems generated by a gaussian function and prove certain classical results of paley and wiener on nonharmonic fourier series of complex exponentials for the gabor expansion‎. ‎in particular, we prove a version of plancherel-po ́lya theorem for entire functions with finite order of growth and use the hadamard factorization theorem to study regularity‎, ‎exactness and deficienc...

This paper designs the recursive least-squares (RLS) Wiener finite impulse response (FIR) predictor and filter, based on the innovation approach, in linear discrete-time stochastic systems. It is assumed that the signal is observed with additive white noise and the signal process is uncorrelated with the observation noise process. This paper also presents the recursive algorithms for the estima...

We consider Gabor systems generated by a Gaussian function and prove certain classical results of Paley and Wiener on nonharmonic Fourier series of complex exponentials for the Gabor expansion‎. ‎In particular, we prove a version of Plancherel-Po ́lya theorem for entire functions with finite order of growth and use the Hadamard factorization theorem to study regularity‎, ‎exactness and deficienc...

We systematically develop real Paley–Wiener theory for the Fourier transform on Rd for Schwartz functions, Lp-functions and distributions, in an elementary treatment based on the inversion theorem. As an application, we show how versions of classical Paley–Wiener theorems can be derived from the real ones via an approach which does not involve domain shifting and which may be put to good use fo...