THEOREMS OF ERGODIC TYPE FOR STATIONARY SEQUENCES WITH MISSING OBSERVATIONS.
Abstract
According to the Birkhoff and von Neumann ergodic theorems, the arithmetic mean of the first n variables in a strictly stationary stochastic process converges as n tends to infinity, almost surely and in L superscript 2. If not all variables are available, it is natural to consider the average of the first n available variables, and closely related questions. Such topics, including the analogous situations in continuous time, form the subject of the present paper. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1969
- Accession Number
- AD0694492
Entities
People
- Robert M. Loynes
Organizations
- University of North Carolina at Chapel Hill