Almost sure convergence analysis of mixed time averages and kth-order cyclic statistics

Almost sure convergence analysis of mixed time averages and kth-order cyclic statistics

The strong law of large numbers for general processes is established under certain conditions and the convergence rate of time averages is given. These results are used to obtain the convergence rates and the almost sure convergence properties of mixed time averages and kth-order cyclic statistics.

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Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on information theory 1997-07, Vol.43 (4), p.1265-1268
Hauptverfasser: Li, Hongwei, Cheng, Qiansheng
Format: Artikel
Sprache:eng
Schlagworte:
Amplitude modulation
Convergence
Information science
Kernel
Mathematical models
Numbers
Random processes
Rates
Signal processing
Statistical analysis
Statistics
Time series analysis
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Beschreibung
Zusammenfassung:The strong law of large numbers for general processes is established under certain conditions and the convergence rate of time averages is given. These results are used to obtain the convergence rates and the almost sure convergence properties of mixed time averages and kth-order cyclic statistics.
ISSN:0018-9448
1557-9654
DOI:10.1109/18.605591