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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1963 Volume 8, Issue 4, Pages 463–470 (Mi tvp4693)

This article is cited in 13 papers

Short Communications

On Higher Order Spectral Measures of Ergodic Stationary Processes

Ya. G. Sinai

Moscow

Abstract: In this paper some necessary conditions for the ergodicity of stationary processes belonging to the Fortet class [4] are given in terms of higher order spectral moments. These conditions lead to some new ergodic theorems for such processes and to the fact that certain spectral measures uniquely determine the corresponding processes.

Received: 26.05.1962


 English version:
Theory of Probability and its Applications, 1963, 8:4, 429–436


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