A comment on a conjecture of N. Wiener

被引：9
|
作者：
Rosenblatt, M. [1 ]
机构：
[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 03期
关键词：
D O I：
10.1016/j.spl.2008.09.001
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
N. Wiener conjectured that a necessary and sufficient condition for a stationary process to be representable as a one-sided function of a sequence of independent, identically distributed random variables and its shifts is that its backward tail field be trivial. Here it is shown that the condition is not sufficient for such a representation. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：347 / 348
页数：2
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