Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theorem involving scalar Wiener processes is given for such processes. A weak stochastic integral for Banach spaces involving a cylindrical Wiener process as integrator and an operator-valued stochastic process as integrand is defined. Basic properties of this integral are stated and proved. A class o...

A new type of tracking algorithm with time-invariant gain is presented. It can be applied for obtaining prediction, ltering or xed-lag smoothing estimates of time-varying parameters in linear regression models. The algorithm design constitutes a systematic way of introducing a priori information into LMS-like adaptation laws, using the concept of stochastic hypermodelling of the unknown time-va...

This is a survey on reverse Carleson measures for various Hilbert spaces of analytic functions. These spaces include the Hardy, Bergman, certain harmonically weighted Dirichlet, Paley-Wiener, Fock, model (backward shift invariant), and de Branges-Rovnyak spaces. The reverse Carleson measure for backward shift invariant subspaces in the non-Hilbert situation is new.

A Wiener system is a linear time-invariant filter, followed by an invertible nonlinear distortion. Assuming that the input signal is an independent and identically distributed (iid) sequence, we propose an algorithm for estimating the input signal only by observing the output of the Wiener system. The algorithm is based on minimizing the mutual information of the output samples, by means of a s...

We study nonuniform sampling in shift-invariant spaces and the construction of Gabor frames with respect to the class of totally positive functions whose Fourier transform factors as ĝ(ξ) = ∏n j=1(1 + 2πiδjξ) −1 e 2 for δ1, . . . , δn ∈ R, c > 0 (in which case g is called totally positive of Gaussian type). In analogy to Beurling’s sampling theorem for the Paley-Wiener space of entire functions...

We study nonuniform sampling in shift-invariant spaces and the construction of Gabor frames with respect to the class of totally positive functions whose Fourier transform factors as ĝ(ξ) = ∏n j=1(1 + 2πiδjξ) −1 e 2 for δ1, . . . , δn ∈ R, c > 0 (in which case g is called totally positive of Gaussian type). In analogy to Beurling’s sampling theorem for the Paley-Wiener space of entire functions...

The Fourier transforms of functions with compact and convex supports in R are described. The Fourier transforms of functions with nonconvex and unbounded supports are also considered.