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

DOI10.1090/S0002-9939-03-07156-9MaRDI QIDQ4452213zbMATH OpenOpenAlexFDO

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

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)

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(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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