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題名 | 受相乘性雜訊干擾高斯過程經非線性轉換後之極限分佈 |
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作者姓名(中文) | 何淮中; 許昭民; | 書刊名 | 中國統計學報 |
卷期 | 28:2 1990.09[民79.09] |
頁次 | 頁185-196 |
分類號 | 319.5 |
關鍵詞 | 非線性轉換; 相乘性雜訊; 高斯過程; 極限分佈; |
語文 | 中文(Chinese) |
中文摘要 | 給予一穏定高斯過程{Xn,nξZ},其EXn=0.EX□=1及其相關函數 (correlation function) r(n)=EX0Xn滿足r(n)=nαL(n),0<α<1。設{Yn. nξZ}為一與{Xn}獨立的穏定過程,定義SN=□[G(Xn Yn)-E(Xn Yn)]/□,這裡G(x)為一實函數。本文將就特定種類的{Yn}及G(x),討論一些有關SN極限分佈的問題。 |
英文摘要 | Given a stationary Gaussian process {Xn,nξZ}with EXn=0.EX□=1 and correlation r(n)=EX0Xn =nαL(n),0<α<1, and another stationary sequence {Yn. nξZ}, which is independent of {Xn}. We define SN=□[G(Xn Yn)-E(Xn Yn)]/□, where G(x) is a real function and Bn is some appropriate norming constant. We shall study the limiting distribution of SN as N→∞. |
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