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Asymptotic behavior of the solution of a mixed problem describing random forced oscillations

✍ Scribed by I. I. Gikhman


Publisher
Springer US
Year
1977
Tongue
English
Weight
407 KB
Volume
13
Category
Article
ISSN
1573-8582

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The asymptotic behavior of quadratic for
✍ Fuming Lin πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 649 KB

Let {Z i , i β‰₯ 1} be a linear process defined by Z t = ∞ j=0 d j ΞΎ t-j with {d j , j β‰₯ 0} being a regular varying sequence of real numbers and {ΞΎ t , -∞ < t < ∞} being a sequence of Ο†-mixing random variables. The present paper studies the asymptotic behavior of the quadratic form n k,l=1 Β΅(kl)Z k Z