About: Wold's decomposition

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In mathematics, particularly in operator theory, Wold decomposition or Wold–von Neumann decomposition, named after Herman Wold and John von Neumann, is a classification theorem for isometric linear operators on a given Hilbert space. It states that every isometry is a direct sum of copies of the unilateral shift and a unitary operator. In time series analysis, the theorem implies that any stationary discrete-time stochastic process can be decomposed into a pair of uncorrelated processes, one deterministic, and the other being a moving average process.

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  • La décomposition de Wold ou décomposition de Wold-von Neumann est un résultat d'analyse fonctionnelle décrivant les isométries d'un espace de Hilbert. (fr)
  • In mathematics, particularly in operator theory, Wold decomposition or Wold–von Neumann decomposition, named after Herman Wold and John von Neumann, is a classification theorem for isometric linear operators on a given Hilbert space. It states that every isometry is a direct sum of copies of the unilateral shift and a unitary operator. In time series analysis, the theorem implies that any stationary discrete-time stochastic process can be decomposed into a pair of uncorrelated processes, one deterministic, and the other being a moving average process. (en)
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  • La décomposition de Wold ou décomposition de Wold-von Neumann est un résultat d'analyse fonctionnelle décrivant les isométries d'un espace de Hilbert. (fr)
  • In mathematics, particularly in operator theory, Wold decomposition or Wold–von Neumann decomposition, named after Herman Wold and John von Neumann, is a classification theorem for isometric linear operators on a given Hilbert space. It states that every isometry is a direct sum of copies of the unilateral shift and a unitary operator. In time series analysis, the theorem implies that any stationary discrete-time stochastic process can be decomposed into a pair of uncorrelated processes, one deterministic, and the other being a moving average process. (en)
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  • Décomposition de Wold (fr)
  • Wold's decomposition (en)
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