Abstract Bennett's Formula for a Class of Nonstationary Linear Stochastic Processes
Summary :
Motivated by the pulse train stochastic process in the communication theory, a class of nonstationary linear stochastic processes is defined in terms of the stochastic integral with respect to nonorthogonal random measure. A general form of so called Bennett's formula which had been known only for pulse trains is obtained for the processes, and some concrete examples which sometimes appear in the applied field are given. Weak and strong lows of large numbers for the processes and asymptotic properties of the mean periodogram for them are also discussed in the paper.
- Publication
- IEICE TRANSACTIONS on transactions Vol.E62-E No.12 pp.843-850
- Publication Date
- 1979/12/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Electromagnetic Theory, Mathematics, Pyhsics
Authors
Keyword
Latest Issue
Copyrights notice of machine-translated contents
The copyright of the original papers published on this site belongs to IEICE. Unauthorized use of the original or translated papers is prohibited. See IEICE Provisions on Copyright for details.
Cite this
Copy
Ikuji HONDA, "Abstract Bennett's Formula for a Class of Nonstationary Linear Stochastic Processes" in IEICE TRANSACTIONS on transactions,
vol. E62-E, no. 12, pp. 843-850, December 1979, doi: .
Abstract: Motivated by the pulse train stochastic process in the communication theory, a class of nonstationary linear stochastic processes is defined in terms of the stochastic integral with respect to nonorthogonal random measure. A general form of so called Bennett's formula which had been known only for pulse trains is obtained for the processes, and some concrete examples which sometimes appear in the applied field are given. Weak and strong lows of large numbers for the processes and asymptotic properties of the mean periodogram for them are also discussed in the paper.
URL: https://global.ieice.org/en_transactions/transactions/10.1587/e62-e_12_843/_p
Copy
@ARTICLE{e62-e_12_843,
author={Ikuji HONDA, },
journal={IEICE TRANSACTIONS on transactions},
title={Abstract Bennett's Formula for a Class of Nonstationary Linear Stochastic Processes},
year={1979},
volume={E62-E},
number={12},
pages={843-850},
abstract={Motivated by the pulse train stochastic process in the communication theory, a class of nonstationary linear stochastic processes is defined in terms of the stochastic integral with respect to nonorthogonal random measure. A general form of so called Bennett's formula which had been known only for pulse trains is obtained for the processes, and some concrete examples which sometimes appear in the applied field are given. Weak and strong lows of large numbers for the processes and asymptotic properties of the mean periodogram for them are also discussed in the paper.},
keywords={},
doi={},
ISSN={},
month={December},}
Copy
TY - JOUR
TI - Abstract Bennett's Formula for a Class of Nonstationary Linear Stochastic Processes
T2 - IEICE TRANSACTIONS on transactions
SP - 843
EP - 850
AU - Ikuji HONDA
PY - 1979
DO -
JO - IEICE TRANSACTIONS on transactions
SN -
VL - E62-E
IS - 12
JA - IEICE TRANSACTIONS on transactions
Y1 - December 1979
AB - Motivated by the pulse train stochastic process in the communication theory, a class of nonstationary linear stochastic processes is defined in terms of the stochastic integral with respect to nonorthogonal random measure. A general form of so called Bennett's formula which had been known only for pulse trains is obtained for the processes, and some concrete examples which sometimes appear in the applied field are given. Weak and strong lows of large numbers for the processes and asymptotic properties of the mean periodogram for them are also discussed in the paper.
ER -
English
