Section 16.1 contains the definitions and a discussion of the concepts of strictly stationary sequences and measure preserving transformations. It also presents Poincaré’s theorem on the number of visits to a given set by a stationary sequence. Section 16.2 discusses invariance, ergodicity, mixing and weak dependence. The Birkhoff–Khintchin ergodic theorem is stated and proved in Sect. 16.3.
CITATION STYLE
Borovkov, A. A. (2013). Stationary Sequences (pp. 493–506). https://doi.org/10.1007/978-1-4471-5201-9_16
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