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Probability pp 404-414 | Cite as

Stationary (Strict Sense) Random Sequences and Ergodic Theory

  • A. N. Shiryaev
Part of the Graduate Texts in Mathematics book series (GTM, volume 95)

Abstract

Let (Ω P) be a probability space and \( \xi = \left( {{\xi _1},{\xi _2},...} \right) \) a sequence of random variables or, as we say, a random sequence. Let θ k ξ denote the sequence \(\left( {{\xi _{k + 1}},{\xi _{k + 2}},...} \right) \).

Keywords

Probability Space Random Sequence Strict Sense Stationary Sequence Dominate Convergence Theorem 
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.

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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • A. N. Shiryaev
    • 1
  1. 1.Steklov Mathematical InstituteMoscowRussia

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