| 复平稳随机序列均值遍历性的两个充要条件 |
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| 引用本文： | 唐玲,徐怀.复平稳随机序列均值遍历性的两个充要条件[J].大学数学,2011,27(5). |
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| 作者姓名： | 唐玲 徐怀 |
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| 作者单位： | 1. 安徽建筑工业学院数理系,合肥,230601
2. 安徽大学数学与计算科学学院,合肥,230039 |
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| 基金项目： | 2011年安徽省高校自然科学基金科研资助项目 |
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| 摘 要： | 遍历性是平稳随机过程的一个核心问题,在实践中有重要的应用.这里首先给出复平稳序列均值遍历性的一个等价定义,在此基础上证明了复平稳序列情形下均值遍历性的两个充要条件,并给出一个形式简单的推论,这些结果有助于深入的理解复平稳过程的均值遍历性,同时也为估计复平稳过程的均值提供了一种简单高效的方法.
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| 关 键 词： | 复平稳序列 均值遍历性 充要条件 |
Two Necessary and Sufficient Conditions of Mean Ergodicity about Compound Value Stationary Sequence |
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| TANG Ling ,XU Huai.Two Necessary and Sufficient Conditions of Mean Ergodicity about Compound Value Stationary Sequence[J].College Mathematics,2011,27(5). |
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| Authors: | TANG Ling XU Huai |
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| Institution: | TANG Ling 1,XU Huai 2(1.Department of Mathematics,Anhui Institute of Architecture & Industry,Hefei 230601,China,2.School of Mathematics,Anhui University,Hefei 230039,China) |
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| Abstract: | Ergodicity is a important property of stationary stochastic processes and has extensive application in practice, first we show an equivalent defination of the mean ergodicity to compound-value stationary sequence then the two sufficient and necessary conditions of mean ergodicity are proven and a widely used proposition is given in the end of article. The estimation of mean can be gotten affectivity. |
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| Keywords: | compound value stationary sequence mean ergodicity necessary and sufficient condition |
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