Title :
Almost sure convergence analysis of mixed time averages and kth-order cyclic statistics
Author :
Li, Hongwei ; Cheng, Qiansheng
Author_Institution :
Dept. of Inf. Sci., Peking Univ., Beijing, China
fDate :
7/1/1997 12:00:00 AM
Abstract :
The strong law of large numbers for general processes is established under certain conditions and the convergence rate of time averages is given. These results are used to obtain the convergence rates and the almost sure convergence properties of mixed time averages and kth-order cyclic statistics
Keywords :
convergence of numerical methods; higher order statistics; spectral analysis; statistical analysis; almost sure convergence analysis; general processes; kth-order cyclic statistics; mixed time averages; strong law of large numbers; Amplitude modulation; Convergence; Information science; Kernel; Random processes; Signal processing; Statistical analysis; Statistics; Time series analysis;
Journal_Title :
Information Theory, IEEE Transactions on
