on strong mixing conditions for stationary gaussian processes

Gaussian Random Processes - I A Ibragimov, Y A Rozanov

Pris: 1559 kr. Inbunden, 1978. Skickas inom 7-10 vardagar. Köp Gaussian Random Processes av I A Ibragimov, Y A Rozanov på Bokus.com.

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Asymptotic Distribution Of Sum And Maximum For Strongly

Asymptotic Distribution Of Sum And Maximum ... will not be strong mixing. Thus, Gaussian ... Extremes and Related Properties of Stationary Sequences and Processes.

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Strong mixing conditions - Encyclopedia of Mathematics

Strong Mixing Conditions. ... Gaussian processes, or linear models, including ARMA ... for strictly stationary sequences, the strong mixing ...

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ERGODIC PROPERTIES OF STATIONARY STABLE PROCESSES

stable processes: Sub-Gaussian stationary processes and ... conditions for ;I strong law of ... SaS moving averages are of course mixing, and stationary

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Murray Rosenblatt’s Contributions to Strong Mixing

Murray Rosenblatt’s research has contributed much to the field of “strong mixing conditions,” (i) by providing many results of his own in that field, and (ii ...

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A functional central limit theorem for empirical processes

This paper introduces a functional central limit theorem for empirical processes endowed with real values from a strictly stationary random field that satisfies an ...

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Some mixing properties of conditionally independent

In this paper we consider conditionally independent processes with respect to ... of strong mixing conditions. ... condition for stationary Gaussian processes.

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Basic Properties of Strong Mixing Conditions. - EMIS

by the author on basic properties of strong mixing conditions. ... strong mixing conditions, stationary sequences. ... For mixing properties of linear processes, see ...

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AN APPLICATION THE CENTRAL LIMIT THEOREM

AN APPLICATION OF THE CENTRAL LIMIT THEOREM ... for a stationary Gaussian process the strong mixing property is ... Acentral limit theoremfor certain stationary processes

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On Strong Mixing Conditions for Stationary Gaussian

This paper considers conditions, which guarantee strong mixing of stationary random Gaussian process $\xi (t)$. It is proved, for example, that if the spectral ...

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