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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 3, Pages 357–360 (Mi tvp4842)  

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

An Ergodic Theorem on the Distribution of the Duration of Fades

V. A. Volkonskii

Moscow
Full-text PDF (399 kB) Citations (5)
Abstract: The duration of fades of a stationary process is the time interval between the crossing of a fixed level from below going upwards to the next crossing of this level from above going downwards.
It follows from [1], that the conditional distribution $F(x)$ of the duration of fades exists if the crossing from below going upwards was at the origin of the time axis. It is proved in the paper that for an ergodic process the relative number of fades of duration less than X on the time interval $[0,T]$ tends to $F(x)$ as $T\to\infty$.
Received: 03.06.1959
English version:
Theory of Probability and its Applications, 1960, Volume 5, Issue 3, Pages 323–326
DOI: https://doi.org/10.1137/1105032
Document Type: Article
Language: Russian
Citation: V. A. Volkonskii, “An Ergodic Theorem on the Distribution of the Duration of Fades”, Teor. Veroyatnost. i Primenen., 5:3 (1960), 357–360; Theory Probab. Appl., 5:3 (1960), 323–326
Citation in format AMSBIB
\Bibitem{Vol60}
\by V.~A.~Volkonskii
\paper An Ergodic Theorem on the Distribution of the Duration of Fades
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 3
\pages 357--360
\mathnet{http://mi.mathnet.ru/tvp4842}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 3
\pages 323--326
\crossref{https://doi.org/10.1137/1105032}
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  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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