Equivalence of Non-Gaussian Linear Processes

被引：0

作者：

程乾生

机构：

[1] Pepartment of Mathematics

[2] Peking University

来源：

数学进展 | 1993年 / 03期

关键词：

Equivalence of Non-Gaussian Linear Processes;

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学科分类号：

摘要：

Two random processes xt and yt on an index set G are said to be equivalent iffor any positive integer n and any t1,t2,…,tn∈G, (xt1,xt2,…,xtn) and (yt1,yt2,…, ytn) have the same joint probability distributions. Note that xt and yt may betwo random processes on a probability space or on two different probability spaces. The Equivalence Theorem Let xt and yt be non-Gaussian linear processes ona countable abelian group G:

引用

页码：285 / 285

页数：1