Ergodic theorems for extended real-valued random variables (Q2638352): Difference between revisions
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Revision as of 19:35, 19 March 2024
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| Language | Label | Description | Also known as |
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| English | Ergodic theorems for extended real-valued random variables |
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Ergodic theorems for extended real-valued random variables (English)
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15 September 2010
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First, the authors prove the Birkhoff ergodic theorem for quasi-integrable functions (the positive or negative part are integrable) by a truncation argument. Then the result is extended to asymptotically mean stationary processes (the integrated version of the theorem holds for all indicator functions). The result is applied to statistical transforms.
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Birkhoff ergodic theorem
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asymptotically mean stationary
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