On the behaviour of the variances of sums of random variables that form a~stationary process
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 484-494
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Some sufficient conditions are obtained for unboundedness of the variances of sums of random variables that form a stationary sequence.
A number of applications of these results (e.g. to continued fractions) is described.
@article{TVP_1971_16_3_a5,
author = {M. I. Gordin},
title = {On the behaviour of the variances of sums of random variables that form a~stationary process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {484--494},
publisher = {mathdoc},
volume = {16},
number = {3},
year = {1971},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a5/}
}
TY - JOUR AU - M. I. Gordin TI - On the behaviour of the variances of sums of random variables that form a~stationary process JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1971 SP - 484 EP - 494 VL - 16 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a5/ LA - ru ID - TVP_1971_16_3_a5 ER -
M. I. Gordin. On the behaviour of the variances of sums of random variables that form a~stationary process. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 484-494. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a5/