多指标弱平稳过程的均方遍历性

Mean Square Ergodic for Multiple Parameter Widesense Stationary Processes

  • 摘要: 给出多指标弱平稳过程(或齐次随机场)具有均值和相关函数的均方遍历性的几个充要条件。其中包括:当过程均方连续时,它具有均值的均方遍历性的一个充要条件是它的谱函数在坐标原点处的跳跃值F((?))—F((?)-)等于|m|~2,这里m是过程的均值;对均方连续的、零均值的、实正态过程,它具有相关函数的均方遍历性的充要条件是它的谱函数为连续的。

     

    Abstract: Presents several necessary and sufficient conditions of the mean square ergodic with regard to the mean value and the correlation function for a multiple parameter widesense stationary process , viz . when the process is mean square continuous , a necessary and sufficient condition of the mean square ergodic with regard to the mean value is that the jump value F(0) - F(0 - )at the origin of the process' spectral function equals | m |2, where m is the mean value of the process; and if the process' mean value is zero and the process is mean square continuous, real valued and normal ,then a necessary and sufficient condition of the mess square ergodic with regard to the correlation function is that the process spectral function be continuous .

     

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