Moving shift averages for ergodic transformations |
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Authors: | E Pfaffelhuber |
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Institution: | 1. Institut für Informationsverarbeitung, Universit?t Tübingen, 74, Tübingen, Germany
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Abstract: | The equality between the expectation value of a random variable and its shift average under an ergodic transformation is shown·to hold true if the end points of the interval along which the shifts are taken do not increase faster than a linear function of the interval length. If the increase is too fast, however, the moving shift average may, with probability 1, not converge to the expectation value. |
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