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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 1, Pages 116–119
(Mi tvp1569)
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Short Communications
Carleman's classes for stationary processes
S. A. Ivankov Moscow
Abstract:
The main result of the present paper consists in demonstration of the fact that sample functions of a stationary stochastic process belong, with probability one, to Carleman's class С{mn}, if the correlation function of the process belongs to the same class, and if
0<D=infy{y:¯limn→∞m2nm2ny2n=0}<∞
For processes satisfying the conditions
lim_n→∞P{(ξ(n)(0))2>M(ξ(n)(0))2}>0,1<mnmn−1<Vnw,
where V and w are positive constants, the converse assertion is proved to be also true.
Received: 28.03.1968
Citation:
S. A. Ivankov, “Carleman's classes for stationary processes”, Teor. Veroyatnost. i Primenen., 15:1 (1970), 116–119; Theory Probab. Appl., 15:1 (1970), 115–117
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Abstract page: | 183 | Full-text PDF : | 92 |
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