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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2009, том 15(31), выпуск 1, страницы 7–14 (Mi thsp107)

Эта публикация цитируется в 1 статье

On the convergence of series of autoregressive sequences

Valerii. V. Buldygin, Marina. K. Runovska

Department of Math. Anal. and Probab. Theory, Ukraine (KPI), Peremogy Ave., 37, Kyiv 03056, Ukraine

Аннотация: Necessary and sufficient conditions for the almost sure convergence of a series of autoregressive sequences are studied. In particular, the convergence of a series of zero-mean Gaussian Markov sequences are considered.

Ключевые слова: Autoregressive sequences, Gaussian Markov sequences, summability theory, almost sure convergence of series of random variables.

MSC: Primary 60G50, 60G15; Secondary 40C05

Язык публикации: английский



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