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On the convergence of series of autoregressive sequences in Banach spaces
Valerii V. Buldygin, Marina K. Runovska Department of Math. Anal. and Probab. Theory, National Technical University of Ukraine (KPI), Peremogy Ave., 37, Kyiv 03056, Ukraine
Abstract:
Necessary and sufficient conditions for the almost sure convergence of a series of autoregressive sequences in separable Banach spaces are studied. As an application of the obtained results, the condition for the admissible shift of a zero-mean Gaussian Markov measure is considered.
Keywords:
Autoregressive sequences, almost sure convergence of random series, summability theory, Gaussian Markov sequences, continuity and singularity of probabilistic measures.
Citation:
Valerii V. Buldygin, Marina K. Runovska, “On the convergence of series of autoregressive sequences in Banach spaces”, Theory Stoch. Process., 16(32):1 (2010), 29–38
Linking options:
https://www.mathnet.ru/eng/thsp57 https://www.mathnet.ru/eng/thsp/v16/i1/p29
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Abstract page: | 345 | Full-text PDF : | 56 | References: | 33 |
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