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| Approximation of weak sense stationary stochastic processes from local averages | |
| 作者姓名： | Zhan-jie SONG Wen-chang SUN Shou-yuan YANG & Guang-wen ZHU School of Science Tianjin University Tianjin China |
| 作者单位： | Zhan-jie SONG，Wen-chang SUN，Shou-yuan YANG & Guang-wen ZHU School of Science，Tianjin University，Tianjin 300072，China; Department of Mathematics and LPMC，Nankai University，Tianjin 300071，China; National Ocean Technology Center，Tianjin 300111，China |
| 基金项目： | 国家自然科学基金;高等学校博士学科点专项科研项目;教育部留学回国人员科研启动基金 |
| 摘 要： | We show that a weak sense stationary stochastic process can be approximated by local averages. Explicit error bounds are given. Our result improves an early one from Splettstosser. |
| 收稿时间： | 12 August 2005 |
| 修稿时间： | 19 October 2006 |
Approximation of weak sense stationary stochastic processes from local averages |
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| Zhan-jie SONG,Wen-chang SUN,Shou-yuan YANG & Guang-wen ZHU School of Science,Tianjin University,Tianjin ,China,.Approximation of weak sense stationary stochastic processes from local averages[J].Science in China(Mathematics),2007,50(4):457-463. | |
| Authors: | Zhan-jie Song Wen-chang Sun Shou-yuan Yang Guang-wen Zhu |
| Institution: | 1. School of Science,Tianjin University,Tianjin 300072,China;Department of Mathematics and LPMC,Nankai University,Tianjin 300071,China;National Ocean Technology Center,Tianjin 300111,China 2. Department of Mathematics and LPMC,Nankai University,Tianjin 300071,China 3. National Ocean Technology Center,Tianjin 300111,China |
| Abstract: | We show that a weak sense stationary stochastic process can be approximated by local averages. Explicit error bounds are given. Our result improves an early one from Splettstosser. |
| Keywords: | sampling theorem weak sense stationary stochastic processes local averages average sampling |
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