宽平稳序列均方遍历性的两个充要条件(英文)  

TWO NECESSARY AND SUFFICIENT CONDITIONS OF MEAN-SEQUARE ERGODICITY ABOUT COVARIANCE STATIONARY SEQUENCE

作　　者：徐怀[1] 

机构地区：[1]安徽大学数学学院,安徽合肥230009

出　　处：《数学杂志》2012年第3期388-394,共7页Journal of Mathematics

基　　金：Supported by Talents Youth Fund of Anhui Province Universities(2007jq1016)

摘　　要：本文研究了宽平稳序列具有均方遍历性的充要条件问题.利用施瓦兹不等式,获得了复宽平稳序列均方遍历性的两个充要条件和一个易于验证的充分条件.In this article,we discuss sufficient and necessary conditions of mean-sequare ergodicity about covariance stationary sequence.By Schwartz＇s inequality,we obtain two sufficient and necessary conditions of mean-sequare ergodicity and a simple corollary for complex covariance stationary sequence.

关 键 词：宽平稳序列 均方遍历性 施瓦茨不等式 充要条件 

分 类 号：O216[理学—概率论与数理统计]