Approximation of weak sense stationary stochastic processes from local averages

作者：Song Zhan jie; Sun Wen chang; Yang Shou yuan; Zhu Guang wen

来源：Science in China Series A-Mathematics, 2007, 50(4): 457-463.

DOI：10.1007/s11425-007-2083-z

• sampling theorem
• weak sense stationary stochastic processes
• local averages
• average sampling

We show that a weak sense stationary stochastic process can be approximated by local averages. Explicit error bounds are given. Our result improves an early one from Splettstosser.

• 出版日期2007-4
• 单位天津大学; 国家海洋技术中心; 南开大学