Abstract:
Estimates of the $\varepsilon$-entropy of the set of arithmetic averages for an $R$-quasi-stationary system are obtained depending on the decay rate of the function $R(n)$. It is shown that the deduced estimates are the best in order as $\varepsilon\to+0$.
Keywords:
stationary and quasi-stationary sequences, $R$-systems, arithmetic average, $\varepsilon$-entropy of the sets of arithmetic averages, upper and lower estimates.
Citation:
V. F. Gaposhkin, “Precise estimates of the metric entropy for the set of arithmetic averages of quasi-stationary processes”, Teor. Veroyatnost. i Primenen., 51:4 (2006), 785–793; Theory Probab. Appl., 51:4 (2007), 695–704
\Bibitem{Gap06}
\by V.~F.~Gaposhkin
\paper Precise estimates of the metric entropy for the set of arithmetic averages of quasi-stationary processes
\jour Teor. Veroyatnost. i Primenen.
\yr 2006
\vol 51
\issue 4
\pages 785--793
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\transl
\jour Theory Probab. Appl.
\yr 2007
\vol 51
\issue 4
\pages 695--704
\crossref{https://doi.org/10.1137/S0040585X97982724}
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Linking options:
https://www.mathnet.ru/eng/tvp26
https://doi.org/10.4213/tvp26
https://www.mathnet.ru/eng/tvp/v51/i4/p785
This publication is cited in the following 1 articles:
V. F. Gaposhkin, “Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences”, Theory Probab. Appl., 53:1 (2009), 37–58