On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 93-101
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Let $\xi(t)$ be a stationary process in the wide sense with discrete (continuous) time $\xi(t)=0$
$$\zeta_p=\sum\limits_{t=0}^{p-1}{\xi(t)}\,\left({\zeta_p=\int_0^p{\xi(t)\,dt}}\right),\\ b_p=\mathbf M|{\xi_p} |^2.$$ The behaviour of $b_p$ for $p\to\infty$ is dealt with in the paper.
			
            
            
            
          
        
      @article{TVP_1961_6_1_a6,
     author = {V. P. Leonov},
     title = {On the {Dispersion} of {Time-Dependent} {Means} of a {Stationary} {Stochastic} {Process}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {93--101},
     publisher = {mathdoc},
     volume = {6},
     number = {1},
     year = {1961},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a6/}
}
                      
                      
                    V. P. Leonov. On the Dispersion of Time-Dependent Means of a Stationary Stochastic Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 93-101. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a6/
