This article is cited in 1 paper

Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences

V. F. Gaposhkin

Moscow State University of Railway Communications

Abstract: This paper obtains upper and low estimates of the metric $\varepsilon$-entropy of the arithmetic averages for classes of stationary sequences coinciding in the order of growth as $\varepsilon\to 0$. These estimates essentially differ from the estimates for analogous classes of quasi-stationary processes.

Keywords: stationary and quasi-stationary sequences, arithmetic averages, metric entropy, upper and low estimates.

Received: 22.12.2005
Revised: 31.01.2007

DOI: 10.4213/tvp317

 English version: Theory of Probability and its Applications, 2009, 53:1, 37–58

Bibliographic databases:

• 
• 
• 
• 
• 
•