Minimal invariant functions of the space-time Wiener process

Time-Limited Time-Invariant Wiener Filtering

Wiener design of adaptation algorithms with time-invariant gains

A design method is presented that extends least mean squared (LMS) adaptation of time-varying parameters by including general linear time-invariant filters that operate on the instantaneous gradient vector. The aim is to track time-varying parameters of linear regression models in situations where the regressors are stationary or have slowly time-varying properties. The adaptation law is optimi...

Space - Time Invariant States of the Ideal

We study systems of classical point particles in d-dimensional Eu-clidean space. Using a result of O. Kallenberg we prove that probability measures , which (i) are translation-invariant, (ii) are stationary under the ideal gas dynamics, (iii) have a nite number of particles, energy, and entropy per unit volume, are in fact a convex combination of Poisson measures.

Integral Properties of Zonal Spherical Functions, Hypergeometric Functions and Invariant

Some integral properties of zonal spherical functions, hypergeometric functions and invariant polynomials are studied for real normed division algebras.

An Exotic Minimal Banach Space of Functions

This note describes a new Banach space B0 of square integrable functions on R having many interesting invariance properties. In fact, the Fourier transform, time-frequency shifts, and L-normalized dilations act isometrically on it. For its definition, we make use of a general construction principle for minimal invariant spaces. We demonstrate a variety of properties following immediately from t...