Probability pp 415-473 | Cite as
Stationary (Wide Sense) Random Sequences. L2-Theory
Chapter
Abstract
According to the definition given in the preceding chapter, a random sequence ξ = (ξ 1, ξ 2,...) is stationary in the strict sense if, for every set B ∈ ℬ(R ∞) and every n ≥ 1, .
$$ P\{ ({\xi _1},{\text{ }}{\xi _2}, \ldots ) \in B\} = P\{ ({\xi _{n + 1}},{\text{ }}{\xi _{n + 2}}, \ldots ) \in B\} $$
(1)
Keywords
Spectral Density Random Sequence Spectral Function Spectral Representation 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.
Preview
Unable to display preview. Download preview PDF.
Copyright information
© Springer Science+Business Media New York 1996