Probability pp 376-386 | Cite as

Stationary (Strict Sense) Random Sequences and Ergodic Theory

  • A. N. Shiryayev
Part of the Graduate Texts in Mathematics book series (GTM, volume 95)

Abstract

1. Let (Ω,.‱, P) be a probability space and ξ = (ξ1, ξ2,…) a sequence of random variables or, as we say, a random sequence. Let θ k ξ denote the sequence(ξk+1, ξk+2, …).

Keywords

Probability Space Random Sequence Ergodic Theory Strict Sense Stationary Sequence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1984

Authors and Affiliations

  • A. N. Shiryayev
    • 1
  1. 1.Steklov Mathematical InstituteMoscowUSSR

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