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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 $С\{m_n\}$, if the correlation function of the process belongs to the same class, and if
$$
0<D=\inf_y\biggl\{y\colon\varlimsup_{n\to\infty}\frac{m_{2n}}{m^2_ny^{2n}}=0\biggr\}<\infty
$$
For processes satisfying the conditions
$$
\varliminf_{n\to\infty}\mathbf P\{(\xi^{(n)}(0))^2>\mathbf M(\xi^{(n)}(0))^2\}>0,\quad1<\frac{m_n}{m_{n-1}}<Vn^w,
$$
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
Linking options:
https://www.mathnet.ru/eng/tvp1569 https://www.mathnet.ru/eng/tvp/v15/i1/p116
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