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Jürgen vom Scheidt; Hans-Jörg Starkloff; Ralf Wunderlich : Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions

Jürgen vom Scheidt; Hans-Jörg Starkloff; Ralf Wunderlich : Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions

Author(s) :
Jürgen vom Scheidt; Hans-Jörg Starkloff; Ralf Wunderlich
Title :
Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions
Electronic source :
[gzipped dvi-file] 12 kB
[gzipped ps-file] 40 kB
Preprint series
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 97-17, 1997
Mathematics Subject Classification :
60G12 [ General second order processes ]
41A60 [ Asymptotic problems in approximation ]
Abstract :
In the paper asymptotic expansions for second-order moments of integral functionals of a class of random functions are considered. The random functions are assumed to be $\epsilon$-correlated, i.e. the values are not correlated excluding a $\epsilon$-neighbourhood of each point. The asymptotic expansions are derived for $\epsilon \to 0$. With the help of a special weak assumption there are found easier expansions as in the case of general weakly correlated functions.
Keywords :
asymptotic expansions, stationary random processes, weakly correlated functions
Language :
english
Publication time :
10/1997