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A Generalization of an Ergodic Theorem of Hopf

✍ Scribed by Tempel’man, A. A.


Book ID
118227747
Publisher
Society for Industrial and Applied Mathematics
Year
1973
Tongue
English
Weight
350 KB
Volume
17
Category
Article
ISSN
0040-585X

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An ergodic theorem and its generalizatio
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A generalized ergo& theorem is proven for a class of statirmary random processes. According lo this theorem a strictly stationary random process with finite mean, m, and variance uz2 is strictly ergo& with probabilit~e if limr+,,Rz(r) = mz2 is sdi.s+d where R\*(r) is the probability cornelation func