Abstract
Section 16.1 contains the definitions and a discussion of the concepts of strictly stationary sequences and measure preserving transformations. It also presents Poincaré’s theorem on the number of visits to a given set by a stationary sequence. Section 16.2 discusses invariance, ergodicity, mixing and weak dependence. The Birkhoff–Khintchin ergodic theorem is stated and proved in Sect. 16.3.
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© 2013 Springer-Verlag London
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Borovkov, A.A. (2013). Stationary Sequences. In: Probability Theory. Universitext. Springer, London. https://doi.org/10.1007/978-1-4471-5201-9_16
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DOI: https://doi.org/10.1007/978-1-4471-5201-9_16
Publisher Name: Springer, London
Print ISBN: 978-1-4471-5200-2
Online ISBN: 978-1-4471-5201-9
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