Decrease rate of the probabilities of \(\varepsilon\)-deviations for the means of stationary processes (Q1290808)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decrease rate of the probabilities of \(\varepsilon\)-deviations for the means of stationary processes |
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Decrease rate of the probabilities of \(\varepsilon\)-deviations for the means of stationary processes (English)
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31 January 2000
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The author considers a second-order stationary process \((X_n, n\in Z).\) The behavior of the arithmetic means \(\sigma_n= {{1}\over{n}}\sum_{k=0}^{n-1}X_k\) as \(n \to \infty\) is studied. Under conditions on variances of \(\{\sigma_n\}\) the author obtains estimates for \(P(\sup_{k\geq n}|\sigma_k|\geq \varepsilon), \;n \to \infty.\) Different corollaries are considered.
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arithmetic means of stationary processes
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probability of deviation
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strong law of large numbers
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stochastic spectral measure
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