Timeline for Stieltjes convolution with white noise
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S Mar 1, 2018 at 5:10 | history | suggested | jeq | CC BY-SA 3.0 |
Replaced double-backslash-comma with single-backslash-comma, to fix rendering.
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| Feb 28, 2018 at 23:08 | review | Suggested edits | |||
| S Mar 1, 2018 at 5:10 | |||||
| Jul 4, 2012 at 21:59 | vote | accept | ncRubert | ||
| Jun 29, 2012 at 19:16 | comment | added | George Lowther | Should have added $=W(t)$ in that equality. | |
| Jun 29, 2012 at 19:16 | comment | added | George Lowther | In that example you get $F\otimes W(t)=W\otimes F(t)$, which seems fine to me. | |
| Jun 29, 2012 at 17:06 | comment | added | Stephan Sturm | @ George: I agree in general, but have a small nitpick. $\int_{-\infty}^t F(s)^2 ds$ finite for all $t$ is not enough, it has to be uniformly bounded (or equally $\int_{-\infty}^{\infty}F(s)^2 ds< \infty$). Otherwise the indicator function on the nonnegative reals provides an easy counterexample. | |
| Jun 29, 2012 at 0:32 | history | answered | George Lowther | CC BY-SA 3.0 |