On a Theorem of Maruyama

Wright, A. Larry

Ann. Probab., Tome 8 (1980) no. 6, p. 851-852 / Harvested from Project Euclid

Résumé

It is shown that a wide-sense stationary process is strictly stationary (i) only if it is rotation invariant, (ii) if it is rotation invariant and has a (two dimensional) random spectral measure with independent increments.

Publié le : 1980-08-14
Classification: Stationary in the wide sense, stationary in the strict sense, 60G10

@article{1176994671,
     author = {Wright, A. Larry},
     title = {On a Theorem of Maruyama},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 851-852},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994671}
}

Wright, A. Larry. On a Theorem of Maruyama. Ann. Probab., Tome 8 (1980) no. 6, pp.  851-852. http://gdmltest.u-ga.fr/item/1176994671/