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

• 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

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.