A generalization of random vectors and a correlation theory for them - a trial (with discussions)²

²Read at the ”6^th Scientific Session on Stochastics“ in April 1976 in Berlin (G.D.R.) Prof. Dr. H. Bunke (Berlin) in the Chair.

Abstract

There are defined generalized generalized random vectors. This notion contains usual random vectors, some classical and generalized stochastic processes and certain generalizations of them. There is developped a theory of correlation on basis of a theory of linear prediction (approximation) for such rendom vectors which includes especially canonical correlations.

²Read at the ”6^th Scientific Session on Stochastics“ in April 1976 in Berlin (G.D.R.) Prof. Dr. H. Bunke (Berlin) in the Chair.

²Read at the ”6^th Scientific Session on Stochastics“ in April 1976 in Berlin (G.D.R.) Prof. Dr. H. Bunke (Berlin) in the Chair.

Notes

²Read at the ”6^th Scientific Session on Stochastics“ in April 1976 in Berlin (G.D.R.) Prof. Dr. H. Bunke (Berlin) in the Chair.