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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1971 Volume 16, Issue 3, Pages 484–494 (Mi tvp2261)
This article is cited in 8 papers

On the behaviour of the variances of sums of random variables that form a stationary process

M. I. Gordin

Leningrad

Abstract: Some sufficient conditions are obtained for unboundedness of the variances of sums of random variables that form a stationary sequence.
A number of applications of these results (e.g. to continued fractions) is described.

Received: 17.07.1969


 English version: Theory of Probability and its Applications, 1971, 16:3, 474–484

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