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