The Alder-Wainwright effect for stationary processes with reflection positivity. II (Q1191264)
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scientific article; zbMATH DE number 59706
| Language | Label | Description | Also known as |
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| English | The Alder-Wainwright effect for stationary processes with reflection positivity. II |
scientific article; zbMATH DE number 59706 |
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The Alder-Wainwright effect for stationary processes with reflection positivity. II (English)
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27 September 1992
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[For part I see author, J. Math. Soc. Japan 43, No. 3, 515-526 (1991; Zbl 0754.60058).] The author studies the Alder-Wainwright effect of two kinds of linear random difference equations, i.e., the discrete modified KMO-Langevin equations [cf. \textit{Y. Okabe}, Probability theory and mathematical statistics, Proc. 5th Jap.-USSR Symp., Kyoto/Jap. 1986, Lect. Notes Math. 1299, 391-397 (1988; Zbl 0644.60049)]. Two main theorems are proved which show that there exist equivalent relations between the long-time tail behavior of the delay coefficient and that of the covariance of the process. These results mean that a good analogue holds between the continuous and the discrete cases.
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Alder-Wainwright effect
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KMO-Langevin equations
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long-time tail behavior
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