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Estimates of the Entropy of the Set of Means for Some Classes of Stationary and Quasistationary Sequences
Authors:V. F. Gaposhkin
Affiliation:(1) Moscow State University of Railway Engineering, Moscow, Russia
Abstract:We consider the set of arithmetic means for some classes of stationary and quasistationary sequences. Order-sharp estimates of the entropy of this set for the classes under consideration are given.__________Translated from Matematicheskie Zametki, vol. 78, no. 1, 2005, pp. 52–58.Original Russian Text Copyright © 2005 by V. F. Gaposhkin.
Keywords:set of arithmetic means  entropy of the set of arithmetic means  stationary sequence  quasistationary sequence  spectral measure
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