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
โฆ LIBER โฆ
Ergodic theorem for general functions
โ Scribed by John G Kemeny
- Publisher
- Elsevier Science
- Year
- 1960
- Tongue
- English
- Weight
- 380 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
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