International Journal of Mathematics and Mathematical Sciences
Volume 2005 (2005), Issue 3, Pages 349-356
doi:10.1155/IJMMS.2005.349

Causality and stochastic realization

Ljiljana Petrović

Faculty of Economics, Belgrade University, Belgrade 11000, Serbia and Montenegro

Abstract

We consider a problem (that follows directly from realization problem) on finding Markovian representations for a given family of Hilbert spaces such that each of these two families provides exactly the same amount of information about some other family of Hilbert spaces.