- AutorIn
- Jrgen vom Scheidt
- Hans-Jrg Starkloff
- Ralf Wunderlich
- Titel
- Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:ch1-199801269
- Abstract (EN)
- 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.
- Freie Schlagwörter
- asymptotic expansions
- stationary random processes
- weakly correlated functions
- MSC 60G12
- MSC 41A60
- Klassifikation (DDC)
- 510
- Publizierende Institution
- Technische Universität Chemnitz, Chemnitz
- URN Qucosa
- urn:nbn:de:bsz:ch1-199801269
- Veröffentlichungsdatum Qucosa
- 30.10.1998
- Dokumenttyp
- Preprint
- Sprache des Dokumentes
- Englisch