The influence of deterministic noise on empirical measures generated by stationary processes

DOI10.1090/S0002-9939-03-07156-9zbMATH Open1037.60035OpenAlexW1948485845MaRDI QIDQ4452213FDOQ4452213

Authors: Youri Davydov, Ričardas Zitikis 

Publication date: 12 February 2004

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-03-07156-9

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• Deterministic noises that can be statistically distinguished from the random ones
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zbMATH Keywords

weak convergencestationary processstrong convergenceergodic processempirical measuremixing process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stationary stochastic processes (60G10) Random measures (60G57)

Cited In (4)

• Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences
• Deterministic noises that can be statistically distinguished from the random ones
• Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
• Estimating the index of increase via balancing deterministic and random data

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