Stationary and almost sure divergence of time averages in interval-valued probability

DOI10.1007/BF01258736MaRDI QIDQ2641001zbMATH OpenOpenAlexFDO

Authors Terrence L. Fine, Adrianos Papamarcou

Publication date 1991

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01258736

zbMATH Keywords

convergence of time averagesempirical processesergodic theoremsflicker noiseinterval-valued probabilities

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Stochastic processes (60G99) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A note on undominated lower probabilities
• Continuous lower probability-based models for stationary processes with bounded and divergent time averages
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3560492 (Why is no real title available?)
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• scientific article; zbMATH DE number 3271180 (Why is no real title available?)
• scientific article; zbMATH DE number 3304891 (Why is no real title available?)
• scientific article; zbMATH DE number 3201010 (Why is no real title available?)
• Stationary lower probabilities and unstable averages
• Towards a frequentist theory of upper and lower probability
• Unstable collectives and envelopes of probability measures

Cited in

(3)

• Continuous lower probability-based models for stationary processes with bounded and divergent time averages
• Finite-dimensional distributions and tail behavior in stationary interval-valued probability models
• Stationary lower probabilities and unstable averages

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