Ergodic Theorems with Random Weights for Stationary Random Processes and Fields

被引:1
作者
Tempelman, Arkady [1 ]
机构
[1] Penn State Univ, Dept Math, Dept Stat, Univesity Pk, PA 16802 USA
关键词
Ergodic theorems; Stationary random processes and fields; Locally finite random measures as weights; Locally finite random sets; Consistent estimation;
D O I
10.1007/s10959-022-01226-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X(t) be an ergodic stationary random process or an ergodic homogeneous random field on Rm,m >=;2, and let M (B) be a mixing homogeneous locally finite randomBorel measure with mean density gamma onRm,m >= 1. We assume thatXandMare inde-pendent and possess finite expectations. If{Tn}is an increasing sequence of boundedconvex sets, containing balls of radiirn ->infinity, then(sic)Special cases are ergodic theorems with averages over finite random sets. Example:IfSis an independent-of-XPoisson random set inRmwith mean density gamma, then (sic)
引用
收藏
页码:1877 / 1901
页数:25
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