Weak law of large numbers for almost periodically correlated processes

SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES

The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.

shift operator for periodically correlated processes

the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.

Weak Law of Large Numbers + the AEP

An Exact Weak Law of Large Numbers

This paper explores a Weighted Exact Weak Law, where the classical Weak Law fails and the corresponding Strong Law also fails. This type of result comes from the Fair Games problem and is associated with the St Petersburg Game.

Spectral Theory for Periodically and Almost Periodically Correlated Random Processes: A Survey

This paper contains a survey of the spectral theory of periodically correlated and almost periodically correlated stochastic processes. These processes are also called cyclostationary and almost cyclostationary, and we give give some remarks concerning the historical development of the two nomenclatures. In this paper we survey the spectral theory of the covariance, the estimation of the Fourie...