Asymptotic behaviour of time averages for non-ergodic Gaussian processes

DOI10.1016/J.AOP.2017.05.015zbMath1373.60064OpenAlexW2621153362MaRDI QIDQ1674463

Jakub Ślęzak

Publication date: 2 November 2017

Published in: Annals of Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aop.2017.05.015

zbMATH Keywords

Gaussian processstatistical analysisergodicity breakinggeneralised Langevin equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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Cites Work

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