This article is cited in 5 papers

Short Communications

Some Examples of the Problem of $\varepsilon$-Deviatations for Stationary Sequences

V. F. Gaposhkin

Moscow State University of Railway Communications

Abstract: For arithmetic means of stationary processes of the second order, the estimates of probabilities of $\varepsilon$-deviations are given. We give examples which verify the exactness of these estimates.

Keywords: stationary sequences of the second order, quasi-stationary sequences, arithmetic means, variances of means, probabilities of $\varepsilon$-deviations.

Received: 25.02.1999

DOI: 10.4213/tvp3925

 English version: Theory of Probability and its Applications, 2002, 46:2, 341–346

Bibliographic databases:

• 
• 
•