IEEE - Institute of Electrical and Electronics Engineers, Inc. - Two necessary and sufficient conditions of mean ergodicity about covariance stationary process

2010 International Conference on Computer Application and System Modeling (ICCASM 2010)

Author(s): Ling Tang ; Huai Xu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2010
Conference Location: Taiyuan, China, China
Conference Date: 22 October 2010
Volume: 10
ISBN (Electronic): 978-1-4244-7237-6
ISBN (Paper): 978-1-4244-7235-2
DOI: 10.1109/ICCASM.2010.5622809
Regular:

Mean ergodicity is an important property of covariance stationary process and has extensive application in practice. If a covariance stationary process obeys a mean ergodic theorem, we can... View More

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