Estimates of the Entropy of the Set of Means for Some Classes of Stationary and Quasistationary Sequences |
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Authors: | V. F. Gaposhkin |
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Affiliation: | (1) Moscow State University of Railway Engineering, Moscow, Russia |
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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. |
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Keywords: | set of arithmetic means entropy of the set of arithmetic means stationary sequence quasistationary sequence spectral measure |
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