On the Sub-Gaussianity of the $r$-Correlograms

DOI10.1137/S0040585X97T99006XzbMath1456.60080MaRDI QIDQ5131243

Rita Giuliano, Manuel Ordóñez Cabrera, Andrei I. Volodin

Publication date: 5 November 2020

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Laplace transformstationary Gaussian processsub-Gaussian random variablesrelay correlogram functionsub-Gaussian standard

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Cites Work

• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Propriétés locales des fonctions à séries de Fourier aléatoires
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