Errors of functionals of a Markov process due to discreteness of measurements (Q1087240)
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| English | Errors of functionals of a Markov process due to discreteness of measurements |
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Errors of functionals of a Markov process due to discreteness of measurements (English)
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1986
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It is shown that the moments of the error between the additive functionals and their approximations by discrete time observation are dominated by the moments of random time steps. Similar considerations are known for stationary processes [see \textit{S. Ya. Vilenkin}, ''Statistical processing of results of study of random functions'', Ehnergiya, Moskva (1979)].
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additive functionals and their approximations by discrete time observation
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