Ergodic Type Theorems for Gaussian Systems
Informatics and Automation, Studies on function theory and differential equations, Tome 248 (2005), pp. 40-45.

Voir la notice de l'article provenant de la source Math-Net.Ru

It is assumed that the correlation matrix $(\rho _{ij})$ of a Gaussian system $(X_i,\,i=1,2,\dots)$ generates a bounded linear operator on $l^1$. Under this assumption, ergodic type theorems are discussed.
@article{TRSPY_2005_248_a3,
     author = {M. Be\'ska and Z. Ciesielski},
     title = {Ergodic {Type} {Theorems} for {Gaussian} {Systems}},
     journal = {Informatics and Automation},
     pages = {40--45},
     publisher = {mathdoc},
     volume = {248},
     year = {2005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TRSPY_2005_248_a3/}
}
TY  - JOUR
AU  - M. Beśka
AU  - Z. Ciesielski
TI  - Ergodic Type Theorems for Gaussian Systems
JO  - Informatics and Automation
PY  - 2005
SP  - 40
EP  - 45
VL  - 248
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TRSPY_2005_248_a3/
LA  - en
ID  - TRSPY_2005_248_a3
ER  - 
%0 Journal Article
%A M. Beśka
%A Z. Ciesielski
%T Ergodic Type Theorems for Gaussian Systems
%J Informatics and Automation
%D 2005
%P 40-45
%V 248
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TRSPY_2005_248_a3/
%G en
%F TRSPY_2005_248_a3
M. Beśka; Z. Ciesielski. Ergodic Type Theorems for Gaussian Systems. Informatics and Automation, Studies on function theory and differential equations, Tome 248 (2005), pp. 40-45. http://geodesic.mathdoc.fr/item/TRSPY_2005_248_a3/

[1] Dym H., McKean H.P., Gaussian processes, function theory and the inverse spectral problem, Acad. Press, New York, 1976 | MR | Zbl

[2] Gebelein H., “Das statistische Problem der Korrelation als Variations und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung”, Ztschr. angew. Math. und Mech., 21 (1941), 364–379 | DOI | MR | Zbl

[3] Nelson E., “The free Markoff field”, J. Funct. Anal., 12 (1973), 211–227 | DOI | MR | Zbl

[4] Stroock D.W., Probability theory, Cambridge Univ. Press, Cambridge, 2003 | Zbl