{"entities":{"Q2587559":{"pageid":2598302,"ns":120,"title":"Item:Q2587559","lastrevid":44427789,"modified":"2025-11-22T20:54:27Z","type":"item","id":"Q2587559","labels":{"en":{"language":"en","value":"The law of large numbers for continuous stochastic processes."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2507075"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2587559$BF7222B2-F35B-41FE-AA7C-1ECDD585FF7F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3dc65beb185c4a653bc996805498d1a22395ad79","datavalue":{"value":{"text":"The law of large numbers for continuous stochastic processes.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2587559$AEC9F415-A630-4E04-B612-D485E0CDF0C7","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"73d55d65b03f9db8a31e74abbefaa24e1bba6140","datavalue":{"value":"66.0621.01","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2587559$D72FE2BD-2000-412B-AF3F-E55A4AF890B2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"bd83aae632f5ad04e2dea18506b4d0209ba15af5","datavalue":{"value":"10.1215/S0012-7094-40-00622-6","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2587559$55E1018B-089E-4FE9-ADC8-FC17A3652F68","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e8d78105b574d85114159aeeb77fd1baaa47af9d","datavalue":{"value":{"entity-type":"item","numeric-id":247488,"id":"Q247488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2587559$A6C5DF64-3912-49BE-B7DD-716740DF6E3F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1701512ca85d58575d88b06da5ab938c2d9a4cd9","datavalue":{"value":{"time":"+1940-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2587559$0D59213B-2279-412C-BDA1-323949566D44","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"3a7c69486d99203a5f7b32a55f1f525bc1dad8c8","datavalue":{"value":"\\(\\{f_m(x)\\}\\) sei eine Folge me\u00dfbarer Funktionen (\\(m=1\\), 2, \\dots), \\(E_1\\), \\dots, \\(E_n\\) seien Borelmengen; \\(h\\geqq 0\\) und \\(0\\leqq\\alpha_1< \\cdots < \\alpha_n\\) seien ganze Zahlen; \\(W_h\\) sei durch \\(f_{a_{j +h}}(x)\\in E_j\\) (\\(j = 1\\), 2, \\dots, \\(n\\)) definiert, und es sei eine nichtnegative Ma\u00dffunktion \\(M(W)\\) definiert. Wenn \\(M(W_h)\\) nicht von \\(h\\) abh\u00e4ngt, wird gesagt, die Folge \\(\\{f_m(z)\\}\\) habe die Eigenschaft \\(H\\). -- Analog wird bei einer einparametrigen Funktionenschar \\(f_t(x)\\) (\\(0\\leqq t < \\infty\\)) vorgegangen, nur brauchen hier \\(h\\), \\(\\alpha_1\\), \\dots, \\(\\alpha_n\\) nicht ganze Zahlen zu sein; auch negative Werte von \\(t\\) k\u00f6nnen zugelassen werden.  \\textit{Theorem I}, welches das Birkhoffsche Ergodentheorem enth\u00e4lt: \\(\\{f_m(x)\\}\\) habe die Eigenschaft \\(H\\), \\(f_0(x)\\) sei integrabel. Dann existiert fast \u00fcberall \\(\\lim\\limits_{N\\to \\infty} \\dfrac 1N \\sum\\limits_1^N f_m(x)\\).  \\textit{Theorem II} stellt \u00e4hnlich f\u00fcr eine Schar \\(f(t,x)\\) die Existenz von \\(\\lim\\limits_{T\\to \\infty} \\frac 1T\\int\\limits_0^Tf(t,x)\\,dt\\) fest.  \\textit{Theorem III}: F\u00fcr die stochastischen Ver\u00e4nderlichen \\(\\{x_t\\}\\) eines me\u00dfbaren zeitlich homogenen Prozesses existiert mit der Wahrscheinlichkeit 1 der \\(\\lim\\limits_{T\\to \\infty} \\frac 1T \\int\\limits_0^Tx_t\\,dt\\), wenn \\(\\mathfrak E(x_0)\\) existiert.  Weiterhin werden stochastische Differentialprozesse betrachtet, f\u00fcr deren stochastische Ver\u00e4nderliche \\(\\{x_t\\}\\) gilt: F\u00fcr beliebige \\(t_1<t_2<\\cdots<t_\\nu\\) sind \\(x_{t_2}-x_{t_1}\\), \\dots, \\(x_{t_\\nu}-x_{t_{\\nu-1}}\\) unabh\u00e4ngige stochastische Ver\u00e4nderliche. Von den im ganzen 11 Theoremen sei hier als Beispiel nur noch  \\textit{Theorem V} angef\u00fchrt: \\(\\{x_t\\}\\) geh\u00f6re zu einem Differentialproze\u00df, \\(\\mathfrak E(x_t-x_0)=e(t)\\) existiere f\u00fcr gen\u00fcgend gro\u00dfe Werte von \\(t\\) und \\(-t\\). Dann existiert \\(e(t)\\) f\u00fcr alle Werte von \\(t\\), und der Proze\u00df mit den stochastischen Ver\u00e4nderlichen \\(y_t=x_t-x_0-e(t)\\) ist zentriert.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2587559$E8017D78-46FD-4D99-87C4-2845E4B099CF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4585c828967a1ef4a188ceb2f75120ad57b0ab13","datavalue":{"value":"2507075","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2587559$F3788EB0-9706-4542-A9A6-D939C4CA746D","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"d6dda7e1b39c00eb20be8ae0b1454e458fd1adaf","datavalue":{"value":"Q107314880","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2587559$80317F2D-EC4C-45E4-9280-E3CCB2C44B89","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2587559$32998060-4A7B-48AE-ACBE-509EA62F82A2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a92cdaa289a2834a9df99faa654efc6f38b38cc0","datavalue":{"value":"https://doi.org/10.1215/s0012-7094-40-00622-6","type":"string"},"datatype":"url"},"type":"statement","id":"Q2587559$049F1C69-98F4-490D-8BE6-AB9921953886","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"3235db5c3c86cba85a689a7b952f92ac700cac8f","datavalue":{"value":"W2084939908","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2587559$3B672925-BC41-4B9B-BAFB-9746DEDD7F27","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"72d2967206325efa8a1bdbccbf27130800f81af4","datavalue":{"value":{"entity-type":"item","numeric-id":6480718,"id":"Q6480718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2587559$C013183F-060B-4B89-8668-BACF87C1FF92","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2587559","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2587559"}}}}}