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This article is cited in 1 scientific paper (total in 1 paper)
Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences
V. F. Gaposhkin Moscow State University of Railway Communications
Abstract:
This paper obtains upper and low estimates of the metric $\varepsilon$-entropy of the arithmetic averages for classes of stationary sequences coinciding in the order of growth as $\varepsilon\to 0$. These estimates essentially differ from the estimates for analogous classes of quasi-stationary processes.
Keywords:
stationary and quasi-stationary sequences, arithmetic averages, metric entropy, upper and low estimates.
Received: 22.12.2005 Revised: 31.01.2007
Citation:
V. F. Gaposhkin, “Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences”, Teor. Veroyatnost. i Primenen., 53:1 (2008), 16–39; Theory Probab. Appl., 53:1 (2009), 37–58
Linking options:
https://www.mathnet.ru/eng/tvp317https://doi.org/10.4213/tvp317 https://www.mathnet.ru/eng/tvp/v53/i1/p16
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Abstract page: | 435 | Full-text PDF : | 167 | References: | 80 |
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