Limit laws for ergodic processes (Q2888817)
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scientific article; zbMATH DE number 6042638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit laws for ergodic processes |
scientific article; zbMATH DE number 6042638 |
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4 June 2012
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limit laws
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ergodic processes
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Limit laws for ergodic processes (English)
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The authors present two results showing that ergodic stationary processes can admit arbitrary distributions as the limit of normalized sums. One example is the sequence of averages of non-integrable random variables. In the other one, the variables take on only two different values and the normalizing sequence is constructed inductively.
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