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