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August, 1980 On a Theorem of Maruyama
A. Larry Wright
Ann. Probab. 8(4): 851-852 (August, 1980). DOI: 10.1214/aop/1176994671

Abstract

It is shown that a wide-sense stationary process is strictly stationary (i) only if it is rotation invariant, (ii) if it is rotation invariant and has a (two dimensional) random spectral measure with independent increments.

Citation

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A. Larry Wright. "On a Theorem of Maruyama." Ann. Probab. 8 (4) 851 - 852, August, 1980. https://doi.org/10.1214/aop/1176994671

Information

Published: August, 1980
First available in Project Euclid: 19 April 2007

zbMATH: 0434.60035
MathSciNet: MR577321
Digital Object Identifier: 10.1214/aop/1176994671

Subjects:
Primary: 60G10

Keywords: stationary in the strict sense , Stationary in the wide sense

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • August, 1980
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