On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process

1961/01/01 by V. P. Leonov
Economics, Econometrics and Finance · Mathematics · #Mathematical Biology Tumor Growth #Stochastic processes and financial applications

paper · doi:10.1137/1106007

crossref issued 1961/01/01 · crossref published 1961/01/01 · crossref published-print 1961/01/01 · openalex publication_date 1961/01/01 · crossref created 2005/03/07 · crossref deposited 2017/01/29 · openalex created_date 2025/10/10 · crossref indexed 2026/07/27 · openalex updated_date 2026/07/27

Abstract

Let ξ (t) be a stationary process in the wide sense with discrete (continuous) time ξ (t) = 0ζ _p = ∑_{t = 0}^{p - 1} ξ (t) ( ζ _p = ∫₀^p ξ (t)dt ),b_p = \bf M | ξ _p |² . The behaviour of b_p for p → ∞ is dealt with in the paper.

Citations

• Some Limit Theorems for Random Functions. I