A Note on Metric Transitivity for Stationary Gaussian Processes on Groups

Eisenberg, Bennett

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 683-687 / Harvested from Project Euclid

Résumé

Maruyama (1949) and Grenander (1950) derive necessary and sufficient conditions for stationary Gaussian processes on the real line or the integers to be metrically transitive. Their work is based on ergodic theorems for such processes. This paper studies conditions for metric transitivity for stationary Gaussian proceses for which there are no ergodic theorems. Instead the work is based on results on the absolute continuity of measures corresponding to random processes.

Publié le : 1972-04-14
Classification:

@article{1177692655,
     author = {Eisenberg, Bennett},
     title = {A Note on Metric Transitivity for Stationary Gaussian Processes on Groups},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 683-687},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692655}
}

Eisenberg, Bennett. A Note on Metric Transitivity for Stationary Gaussian Processes on Groups. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  683-687. http://gdmltest.u-ga.fr/item/1177692655/