Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 16-39
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This paper obtains upper and low estimates of the metric $\varepsilon$-entropy of the arithmetic averages for classes of stationary sequences coinciding in the order of growth as $\varepsilon\to 0$. These estimates essentially differ from the estimates for analogous classes of quasi-stationary processes.
Keywords:
stationary and quasi-stationary sequences, arithmetic averages, metric entropy, upper and low estimates.
@article{TVP_2008_53_1_a1,
author = {V. F. Gaposhkin},
title = {Exact {Estimates} of the {Metric} {Entropy} of the {Averages} for {Some} {Classes} of {Stationary} {Sequences}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {16--39},
publisher = {mathdoc},
volume = {53},
number = {1},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a1/}
}
TY - JOUR AU - V. F. Gaposhkin TI - Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2008 SP - 16 EP - 39 VL - 53 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a1/ LA - ru ID - TVP_2008_53_1_a1 ER -
V. F. Gaposhkin. Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 16-39. http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a1/