Semi-stationary processes
โ Scribed by Richard F. Serfozo
- Publisher
- Springer
- Year
- 1972
- Tongue
- English
- Weight
- 398 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let (tn = .zo + . . . + 2,)~ be renewal instants sequence. Suppose that the random variables (Zn)N are independent and the corresponding renewal process is stationary (in weak sense) with a finite positive intensity. Then there exists an integer d 2 1 such that the sequence (t,d)n10 forms a stationa
In this paper we discuss set-valued stationary processes. First, we prove a stationary selection and representation theorem, then we study the laws of large numbers and ergodicities of set-valued stationary processes.
Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences. Consider the question of when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain sense), if one of the measures is chosen to generate the sequen