Invariance properties of random vectors and stochastic processes based on the zonoid concept

Details Invariance properties of random vectors and stochastic processes based on the zonoid concept Invariance properties of random vectors and stochastic processes based on the zonoid concept

2012-03-27

arxiv.org/abs/1203.6085v1

Mathematics

Probability

Scientific paper

Two integrable random vectors in the Euclidean space are said to be zonoid equivalent if the scalar products of these vectors with any given vector share the same first absolute moment. The paper analyses stochastic processes whose finite-dimensional distributions are zonoid equivalent with respect to time shift (zonoid stationarity) and permutation of time moments (swap-invariance). While the first concept is weaker than the stationarity, the second one is a weakening of the exchangeability property. It is shown that nonetheless the ergodic theorem holds for swap invariant sequences and the limits are characterised.

Affiliated with

Also associated with

No associations

Rating

Invariance properties of random vectors and stochastic processes based on the zonoid concept does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Invariance properties of random vectors and stochastic processes based on the zonoid concept, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Invariance properties of random vectors and stochastic processes based on the zonoid concept will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-270941