Accession Number : AD0694492

Title :   THEOREMS OF ERGODIC TYPE FOR STATIONARY SEQUENCES WITH MISSING OBSERVATIONS.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Loynes,Robert M.

Report Date : AUG 1969

Pagination or Media Count : 22

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)

Descriptors :   (*STATISTICAL PROCESSES, SEQUENCES(MATHEMATICS)), (*MEASURE THEORY, THEOREMS), STOCHASTIC PROCESSES, SET THEORY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE