宽平稳序列均方遍历性的两个充要条件（英文）.pdfVIP

数 学 杂 志 Vo1．32(2012) J．ofMath．(PRC) NO．3 TW 0 NECESSARY AND SUFFICIENT C0NDIT10NS OFMEAN—SEQUAREERGODICITY ABOUT C0VARIANCESTATIONARY SEQUENCE XU Huai (SchoolofM。them0ticsAnhuiUniversity，Hefei230039，Chin。) Abstract：In thisarticle．wediscusssnmcientandnecessary conditionsofmean—sequare ergodicityaboutcovariancestationarysequence．BySchwartz’Sinequality，weobtaintwosufficient andnecessaryconditionsofmean—sequareergodicityandasimplecorollaryforcomplexcovariance stationarysequence． Keywords： covariancestationary sequence；mean—squareergodicity；Schwarz’Sinequality； necessaryandsufficientcondition 2010MR SubjectClassification： 60G10；60G07 Documentcode： A ArticleID： 0255—7797(2012)03-0388-07 1 Introduction Covariancestationarysequencetheoryhavebeenwidelyusedinphysics，biology,geol— ogy，astronomy，economics，managementandotherfieldsoftechnology1【-3]．Animportant characteristicofcovariancestationarysequencesisthatmean valueisa constant．LetUS considertheproblem ofestimatingan unknownmeanvalueofacovariancestationary se— quences{ (n))no．Ingeneral，wemusttakealargenumberofseparaterealizationsofthe process，say { (n)) o {。(礼))≥0 {Ⅳ(n)) o Weuse { (佗)+-··+XⅣ(礼))asestimatesformeanvalueofcovariancestationaryse— quence．Toestimateameanvalueofaprocess，manyseparateindependentrealizationsof theentireprocessareneeded．Forcomparison，letUSconsiderthesameestimationprob— lem foracovariancestationary sequence．Underthecondition thatcovariancestationary sequences{ (佗))n0obeysanergodictheorem，itiswellknownthat ((1)+…+ (n))一m aS 竹—}。o (1．1) Rec