Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups

Blum, Julius R.; Eisenberg, Bennett

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1737-1741 / Harvested from Project Euclid

Résumé

Grenander and Maruyama independently proved that a stationary Gaussian process on the line or the integers with continuous covariance function is ergodic if and only if its spectral measure has no atoms. In this paper this theorem is extended to processes parameterized by locally compact Abelian groups.

Publié le : 1972-10-14
Classification:

@article{1177692412,
     author = {Blum, Julius R. and Eisenberg, Bennett},
     title = {Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1737-1741},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692412}
}

Blum, Julius R.; Eisenberg, Bennett. Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1737-1741. http://gdmltest.u-ga.fr/item/1177692412/