Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions

Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions

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In the paper asymptotic expansions for second-order moments of integral functionals of a class of random functions are considered. The random functions are assumed to be $\epsilon$-correlated, i.e. the values are not correlated excluding a $\epsilon$-neighbourhood of each point. The asymptotic expan...

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Bibliographic Details
Main Authors: Scheidt, Jrgen vom, Starkloff, Hans-Jrg, Wunderlich, Ralf
Other Authors: TU Chemnitz, Fakultät für Mathematik
Format: Others
Language:English
Published: Universitätsbibliothek Chemnitz 1998
Subjects:
asymptotic expansions
stationary random processes
weakly correlated functions
MSC 60G12
MSC 41A60
ddc:510
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801269
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801269
http://www.qucosa.de/fileadmin/data/qucosa/documents/4205/data/a017.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/4205/data/a017.dvi
http://www.qucosa.de/fileadmin/data/qucosa/documents/4205/data/a017.ps
http://www.qucosa.de/fileadmin/data/qucosa/documents/4205/19980126.txt
Description
Summary:In the paper asymptotic expansions for second-order moments of integral functionals of a class of random functions are considered. The random functions are assumed to be $\epsilon$-correlated, i.e. the values are not correlated excluding a $\epsilon$-neighbourhood of each point. The asymptotic expansions are derived for $\epsilon \to 0$. With the help of a special weak assumption there are found easier expansions as in the case of general weakly correlated functions.

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