Approximation of weak sense stationary stochastic processes from local averages. (English) Zbl 1122.60039
Summary: We show that a weak sense stationary stochastic process can be approximated by local averages. Explicit error bounds are given. Our result improves an early one fromW. Splettstösser, R. L. Stens and G. Wilmes [Funct. Approximatio, Comment. Math. 11, 39–56 (1981; Zbl 0481.42007)].
MSC:
60G10 | Stationary stochastic processes |
42C15 | General harmonic expansions, frames |
94A20 | Sampling theory in information and communication theory |
Keywords:
sampling theorem; weak sense stationary stochastic processes; local averages; average samplingCitations:
Zbl 0481.42007References:
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