Approximation of weak sense stationary stochastic processes from local averages  

作　　者：Zhan-jie SONG Wen-chang SUN Shou-yuan YANG Guang-wen ZHU 

机构地区：[1]School of Science,Tianjin University,Tianjin 300072,China [2]Department of Mathematics and LPMC,Nankai University,Tianjin 300071,China [3]National Ocean Technology Center,Tianjin 300111,China

出　　处：《Science China Mathematics》2007年第4期457-463,共7页中国科学：数学（英文版）

基　　金：This work was supported partially by the National Natural Science Foundation of China (Grant Nos. 60472042,10571089 and 60572113),the Liuhui Center for Applied Mathematics, the Program for New Century Excellent Talents in Universitiesthe Research Fund for the Doctoral Program of Higher Education;the Scientific Research Foundation for the Returned Overseas Chinese Scholars, Ministry of Education of China

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 Splettst?sser.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.

关 键 词：sampling theorem weak sense stationary stochastic processes local averages average sampling 42C15 60G10 94A20 

分 类 号：O211.6[理学—概率论与数理统计]