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October, 1972 Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups
Julius R. Blum, Bennett Eisenberg
Ann. Math. Statist. 43(5): 1737-1741 (October, 1972). DOI: 10.1214/aoms/1177692412

Abstract

Grenander and Maruyama independently proved that a stationary Gaussian process on the line or the integers with continuous covariance function is ergodic if and only if its spectral measure has no atoms. In this paper this theorem is extended to processes parameterized by locally compact Abelian groups.

Citation

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Julius R. Blum. Bennett Eisenberg. "Conditions for Metric Transitivity for Stationary Gaussian Processes on Groups." Ann. Math. Statist. 43 (5) 1737 - 1741, October, 1972. https://doi.org/10.1214/aoms/1177692412

Information

Published: October, 1972
First available in Project Euclid: 27 April 2007

zbMATH: 0249.60018
MathSciNet: MR341545
Digital Object Identifier: 10.1214/aoms/1177692412

Rights: Copyright © 1972 Institute of Mathematical Statistics

Vol.43 • No. 5 • October, 1972
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