Advertisement

Stationary Sequences

  • Alexandr A. Borovkov
Part of the Universitext book series (UTX)

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.

Copyright information

© Springer-Verlag London 2013

Authors and Affiliations

  • Alexandr A. Borovkov
    • 1
  1. 1.Sobolev Institute of Mathematics and Novosibirsk State UniversityNovosibirskRussia

Personalised recommendations