Equivalence of Non-Gaussian Linear Processes

被引：0

作者：

程乾生

机构：

[1] Pepartment of Mathematics

[2] Peking

来源：

数学进展 | 1993年 / 03期

关键词：

Equivalence of Non-Gaussian Linear Processes;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

<正> Two random processes x_t and y_t on an index set G are said to be equivalent iffor any positive integer n and any t1,t2,…,t_n∈G, (xt1,xt2,…,xt_n) and (yt1,yt2,…, yt_n) have the same joint probability distributions. Note that x_t and y_t may betwo random processes on a probability space or on two different probability spaces. The Equivalence Theorem Let x_t and y_t be non-Gaussian linear processes ona countable abelian group G:

引用

页码：285 / 285

页数：1