Stochastic Processes and Spectral Analysis for Hilbert C*-Module-Valued Maps

Abstract

In this paper, we consider Hilbert -module-valued random variables and discuss about their expectations, covariance operators and correlation operators by introducing some adjointable operators on Hilbert -modules. We also study Hilbert -module-valued stochastic processes instead of Hilbert space-valued processes as a generalization. Using the characterization of -algebra-valued bimeasures, we prove the equivalence between V-boundedness and harmonizability of Hilbert -module-valued stochastic processes. Finally, we consider Hilbert -module operator-valued stochastic processes and construct spectral distributions associated with Hilbert -module operator-valued stationary stochastic processes.