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On random processes that are almost strict sense stationary

Published online by Cambridge University Press:  01 July 2016

Dag Tj⊘stheim
Dag Tj⊘stheim*
Affiliation:
Royal Norwegian Council for Scientific and Industrial Research (NORSAR)
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Abstract

An extension of the class of strict sense stationary processes is studied. The extended class represents the strict sense analogy of an extension of wide sense stationary processes considered in an earlier paper [9]. The relations between the various types of processes defined are investigated in the general and in the Gaussian case, and some examples are given. It is shown that associated with a process belonging to the extended class there is a strict sense stationary process. The associated strict sense stationary process is unique iff the original process is ergodic.

Keywords

S.U.B.L.S. PROCESSESU.B.L.S. PROCESSESWIDE SENSE STATIONARYSTRICT SENSE STATIONARYINVARIANT MEASUREGAUSSIAN PROCESSESERGODICITY
Type
Research Article
Information
Advances in Applied Probability , Volume 8 , Issue 4 , December 1976 , pp. 820 - 830
Copyright
Copyright © Applied Probability Trust 1976 

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References

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