The influence of deterministic noise on empirical measures generated by stationary processes-Reference-Cited by-同舟云学术

The influence of deterministic noise on empirical measures generated by stationary processes

Published:2003-06-23 Issue:4 Volume:132 Page:1203-1210
ISSN:0002-9939
Container-title:Proceedings of the American Mathematical Society
language:en
Short-container-title:Proc. Amer. Math. Soc.

Author:

Davydov Youri,Zitikis Ričardas

Abstract

We consider weak convergence of empirical measures generated by stationary random process X X perturbed by deterministic noise N N . We assume that the noise N N has asymptotic distribution. In particular, we demonstrate that if the process X X is ergodic, or satisfies some mixing assumptions, then the influence of deterministic noise N N on X X is the same as it would be if N N were stochastic. Such results are of importance when investigating fluctuations and convex rearrangements of stochastic processes.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/proc/2004-132-04/S0002-9939-03-07156-9/S0002-9939-03-07156-9.pdf

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