Two Necessary and Sufficient Conditions of Mean Ergodicity about Covariance Stationary Process

摘要：

Mean ergodicity is an important property of covariance stationary process and has extensive application in practice. If a covariance stationary process obeys a mean ergodic theorem, we can estimate the mean value of covariance stationary process affectivity. We present two equivalent definitions of the mean ergodicity about covariance stationary process, and obtain two sufficient and necessary conditions of mean ergodicity and a simple corollary for compound covariance stationary process. We also point out the similar results for real covariance stationary process.For illustration, we present two numerical examples.

关键词： covariance stationary process mean ergodicity schwarzs inequality necessary and sufficient condition

作者: Ling Tang Huai Xu

作者单位: Department of mathematics Anhui Institute of Architecture and Industry Hefei, 230022,P.R.China School of mathematics Anhui University Hefei, 230039,P.R.China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 244-248

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）