Khinchin's representation theorem

E378996

Khinchin's representation theorem is a result in probability theory that characterizes stationary stochastic processes by representing them in terms of simpler, more fundamental random components.

All labels observed (1)

Label Occurrences
Khinchin's representation theorem canonical 1

How this entity was disambiguated

Statements (31)

Predicate Object
instanceOf mathematical theorem ⓘ
result in stochastic processes ⓘ
theorem in probability theory ⓘ
appliesTo second-order stationary processes ⓘ
stationary stochastic processes ⓘ
assumes finite second moments ⓘ
stationarity ⓘ
characterizes stationary stochastic processes ⓘ
concerns representation of stationary processes ⓘ
field ergodic theory ⓘ
probability theory ⓘ
stochastic processes ⓘ
historicalPeriod 20th century mathematics ⓘ
implies existence of a stationary process with given autocorrelation function ⓘ
isRelatedTo Bochner's theorem ⓘ
Herglotz's theorem ⓘ
Wiener–Khinchin theorem ⓘ
isSpecialCaseOf spectral representation theorems for stationary processes ⓘ
isUsedIn ergodic theory of stationary processes ⓘ
signal processing ⓘ
time series analysis ⓘ
languageOfOriginalPublication Russian ⓘ
namedAfter Aleksandr Yakovlevich Khinchin ⓘ
linked to: Aleksandr Khinchin
relates autocorrelation function of a stationary process ⓘ
spectral distribution of a stationary process ⓘ
statesThat every nonnegative definite function on the integers is the autocorrelation function of some stationary process ⓘ
usesConcept Fourier transform ⓘ
autocorrelation function ⓘ
positive-definite functions ⓘ
spectral measure ⓘ
spectral representation ⓘ

How these facts were elicited

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Aleksandr Khinchin → notableWork → Khinchin's representation theorem ⓘ