## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 26, Number 1 (1955), 105-111.

### Random Functions Satisfying Certain Linear Relations, II

#### Abstract

We consider here another aspect of a problem mentioned in a previous paper [2]. We shall be concerned with one-dimensional, real-valued random functions (r.f.) $X(t)$, defined for all $t$ and such that any sample taken at equidistant $t$-points satisfies a linear relation which is an analogue of one or other of the stochastic difference relations which are used for the analysis of discrete-parameter time-series. More specifically, we assume that there exist $k$ continuous and real-valued functions $\alpha_1(h), \cdots, \alpha_k(h) \text{of} h \geqq 0$ such that for any $h > 0$ and any $t$, the sequence \begin{equation*}\tag{1}\{X(t + \lbrack n + k \rbrack h) + \alpha_1(h)X(t + \lbrack n + k - 1 \rbrack h) + \cdots + \alpha_k(h)X(t + nh)\}, n = 0, \pm 1, \cdots,\end{equation*} satisfies certain conditions about independence or noncorrelation. In Section 1, we consider hypotheses concerning correlation, and find that the functions $\alpha_j(h)$ are restricted to certain forms. We also find that the assumption of zero serial correlations in the sequence (1) for all $h > 0$ implies that $X(t)$ is deterministic. In Section 2, we consider hypotheses concerning independence, and find the functions $\alpha_j(h)$ to be restricted as before.

#### Article information

**Source**

Ann. Math. Statist., Volume 26, Number 1 (1955), 105-111.

**Dates**

First available in Project Euclid: 28 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177728597

**Digital Object Identifier**

doi:10.1214/aoms/1177728597

**Mathematical Reviews number (MathSciNet)**

MR67393

**Zentralblatt MATH identifier**

0064.38104

**JSTOR**

links.jstor.org

#### Citation

Ghurye, S. G. Random Functions Satisfying Certain Linear Relations, II. Ann. Math. Statist. 26 (1955), no. 1, 105--111. doi:10.1214/aoms/1177728597. https://projecteuclid.org/euclid.aoms/1177728597

#### See also

- Part I: S. G. Ghurye. Random Functions Satisfying Certain Linear Relations. Ann. Math. Statist., Volume 25, Number 3 (1954), 543--554.Project Euclid: euclid.aoms/1177728722