Two Necessary and Sufficient Conditions of Mean Ergodicity about Compound Value Stationary Sequence
Ling Tang · College Mathematics · 2011
Ergodicity is a important property of stationary stochastic processes and has extensive application in practice.first we show an equivalent defination of the mean ergodicity to compound-value stationary sequence;then the two sufficient and necessary conditions of mean ergodicity are proven and a widely used proposition is given in the end of article.The estimation of mean can be gotten affectivity.