An Example of a Process with Mixing
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 101-103
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An example is given of a stochastic process $\xi(t)$ with a continuous parameter and mixing, whose range consists of two states; the integral $\zeta(p)=\int_0^p\xi(t)\,dt$ does not have о an increase in variance.
@article{TVP_1961_6_1_a7,
author = {Yu. K. Belyaev},
title = {An {Example} of a {Process} with {Mixing}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {101--103},
year = {1961},
volume = {6},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a7/}
}
Yu. K. Belyaev. An Example of a Process with Mixing. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 101-103. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a7/