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2016 | OriginalPaper | Chapter

2. Elements of Ergodic Theory of Stationary Processes and Strong Mixing

Author : Gennady Samorodnitsky

Published in: Stochastic Processes and Long Range Dependence

Publisher: Springer International Publishing

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Abstract

Let\({\bigl (X_{n},\,n \in \mathbb{Z}\bigr )}\) be a discrete-time stationary stochastic process.

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Title: Elements of Ergodic Theory of Stationary Processes and Strong Mixing
Author: Gennady Samorodnitsky
Publisher: Springer International Publishing
Book: Stochastic Processes and Long Range Dependence
Print ISBN: 978-3-319-45574-7

Electronic ISBN: 978-3-319-45575-4

Copyright Year: 2016
DOI: https://doi.org/10.1007/978-3-319-45575-4_2