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

页码：347 / 348

页数：2

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