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On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments

โœ Scribed by Shiryaev, A. N.

Book ID
118224348
Publisher
Society for Industrial and Applied Mathematics
Year
1963
Tongue
English
Weight
375 KB
Volume
8
Category
Article
ISSN
0040-585X

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๐Ÿ“œ SIMILAR VOLUMES

Higher-order necessary optimality condit
Higher-order necessary optimality conditions in terms of Neustadt derivatives
โœ Marcin Studniarski ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 414 KB

We present new higher-order necessary optimality conditions for a general extremum problem in topological vector spaces. They are formulated in terms of higher-order Neustadt derivatives of functions describing the problem. The proof is based on the well-known theory of Ben-Tal and Zowe and on a new